Bonds Portfolio

Comprehensive Strategy Analysis • 2003-01-01 to 2025-07-25

TLT

Best: Bitcoin ⏰ 1d
PSR
0.531
Sharpe Ratio
1.257
Total Orders
332
Net Profit
27.05%
Average Win
26.13%
Average Loss
-4.64%
Annual Return
27.05%
Max Drawdown
-22.13%
Win Rate
0.4%
Profit/Loss Ratio
6.23
Alpha
-0.031
Beta
1.660
Sortino Ratio
1.468
Total Fees
$2,544.54
Strategy Capacity
$4,431,592
Portfolio Turnover
2.31%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bitcoin 1d 2.386 61.5% -6.2% 0.5% 🏆 BEST
2 Ais Micro Test Diversity Gap 1d 2.234 45.7% -15.9% 0.4%
3 Adx 1d 2.150 51.7% -13.1% 0.3%
4 Wheel Strategy 1d 2.106 -3.5% -20.9% 0.7%
5 Crude Oil 1d 2.055 77.1% -20.8% 0.5%
6 Trend Risk Protection 1d 1.999 59.1% -19.5% 0.3%
7 Lazy Trend Follower 1d 1.983 14.0% -7.0% 0.3%
8 Ride The Aggression 1d 1.982 -6.7% -29.1% 0.4%
9 Decision Tree 3 1d 1.896 -18.4% -10.0% 0.6%
10 Stan Weinstein 1d 1.890 36.8% -11.1% 0.3%
11 Linear Regression 1d 1.842 68.3% -20.9% 0.4%
12 Macd 1d 1.741 71.1% -29.3% 0.7%
13 Bollinger Bands 1d 1.696 -7.9% -5.5% 0.6%
14 Machine Learning Rsi 1d 1.652 23.7% -19.3% 0.3%
15 Larry Williams 1d 1.607 6.2% -22.8% 0.3%
16 Linear Regression Pca 1d 1.480 57.1% -21.8% 0.3%
17 Decision Tree 1d 1.465 12.8% -23.0% 0.5%
18 Support Vector Machines 1d 1.297 15.3% -24.0% 0.5%
19 Inside Day 1d 1.284 -11.8% -24.9% 0.4%
20 Svm Rnn 1d 1.266 70.9% -25.5% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-06-30 00:00:00 SELL $66.21 8 $222,311.98 $0.53 3 $212,311.98 $-525,783.58
2022-08-13 00:00:00 SELL $170.94 757 $1,051,063.36 $129.40 335 $1,041,063.36 $-3,501,504.91
2022-08-30 00:00:00 SELL $420.29 1 $1,267,443.06 $0.42 0 $1,257,443.06 $0.00
2022-09-02 00:00:00 BUY $479.40 16 $147,541.63 $7.67 57 $137,541.63 $-663,276.23
2022-09-11 00:00:00 BUY $338.66 60 $278,402.97 $20.32 539 $268,402.97 $-1,159,664.86
2022-09-17 00:00:00 SELL $219.83 2 $1,228,548.88 $0.44 0 $1,218,548.88 $0.00
2022-09-19 00:00:00 SELL $181.84 1,335 $684,917.65 $242.76 120 $674,917.65 $-6,075,296.90
2022-11-01 00:00:00 SELL $111.40 458 $1,233,023.04 $51.02 303 $1,223,023.04 $-4,380,510.99
2023-01-01 00:00:00 BUY $200.43 275 $221,457.16 $55.12 275 $211,457.16 $-974,846.00
2023-01-11 00:00:00 SELL $116.21 101 $155,219.67 $11.74 41 $145,219.67 $-685,837.27
2023-01-16 00:00:00 SELL $293.54 151 $325,075.06 $44.32 352 $315,075.06 $-1,259,194.47
2023-01-28 00:00:00 BUY $177.74 11 $72,070.25 $1.96 55 $62,070.25 $-196,855.76
2023-02-01 00:00:00 SELL $200.06 55 $126,266.92 $11.00 161 $116,266.92 $-799,111.47
2023-04-08 00:00:00 BUY $365.78 37 $136,142.85 $13.53 53 $126,142.85 $-318,481.18
2023-04-29 00:00:00 BUY $147.03 278 $108,635.41 $40.87 278 $98,635.41 $-310,527.22
2023-05-06 00:00:00 SELL $77.68 1 $167,472.54 $0.08 27 $157,472.54 $-737,798.95
2023-08-06 00:00:00 SELL $438.20 13 $189,722.88 $5.70 152 $179,722.88 $-360,196.23
2023-08-19 00:00:00 BUY $211.23 752 $945,861.39 $158.84 2,326 $935,861.39 $-3,526,404.61
2023-08-26 00:00:00 SELL $290.50 33 $149,690.25 $9.59 16 $139,690.25 $-333,219.49
2023-09-17 00:00:00 BUY $376.35 25 $137,718.83 $9.41 83 $127,718.83 $-667,439.22
2023-09-24 00:00:00 BUY $140.43 12 $5,811.85 $1.69 37 $-4,188.15 $-709.88
2023-09-25 00:00:00 BUY $437.88 25 $193,476.12 $10.95 70 $183,476.12 $-592,321.49
2023-10-12 00:00:00 SELL $401.14 2 $9,421.60 $0.80 20 $-578.40 $-1,694.43
2023-10-22 00:00:00 SELL $99.28 272 $1,264,012.03 $27.00 22 $1,254,012.03 $-4,412,080.03
2023-11-04 00:00:00 SELL $205.80 129 $82,663.49 $26.55 75 $72,663.49 $-165,570.61
2023-11-04 00:00:00 SELL $208.37 14 $157,343.28 $2.92 79 $147,343.28 $-274,287.91
2023-11-16 00:00:00 SELL $468.46 98 $1,034,709.46 $45.91 9 $1,024,709.46 $-2,476,343.49
2023-12-27 00:00:00 BUY $125.39 100 $69,107.11 $12.54 156 $59,107.11 $-135,953.05
2024-01-12 00:00:00 SELL $322.52 52 $177,552.22 $16.77 6 $167,552.22 $-720,097.57
2024-01-22 00:00:00 SELL $51.19 17 $159,124.23 $0.87 4 $149,124.23 $-831,116.20
2024-04-14 00:00:00 BUY $116.75 1,050 $845,758.45 $122.58 1,259 $835,758.45 $-2,402,349.50
2024-04-23 00:00:00 SELL $251.86 112 $140,113.26 $28.21 49 $130,113.26 $-325,526.59
2024-05-10 00:00:00 BUY $143.37 61 $24,539.79 $8.75 71 $14,539.79 $-23,902.76
2024-06-13 00:00:00 BUY $392.68 2 $6,055.48 $0.79 31 $-3,944.52 $7,052.45
2024-06-14 00:00:00 SELL $194.98 12 $10,748.44 $2.34 5 $748.44 $-6,616.19
2024-07-14 00:00:00 SELL $213.32 174 $221,782.83 $37.12 11 $211,782.83 $-523,635.64
2024-07-19 00:00:00 BUY $386.62 77 $71,186.47 $29.77 78 $61,186.47 $-57,944.87
2024-10-27 00:00:00 BUY $246.65 156 $126,575.79 $38.48 164 $116,575.79 $-720,850.24
2024-11-04 00:00:00 SELL $95.31 6 $19,335.55 $0.57 19 $9,335.55 $-16,320.45
2024-12-27 00:00:00 SELL $58.33 990 $643,856.34 $57.75 449 $633,856.34 $-5,632,075.90
2025-02-22 00:00:00 SELL $242.69 4 $1,228,109.66 $0.97 2 $1,218,109.66 $-3,133,540.18
2025-03-25 00:00:00 BUY $148.33 15 $68,959.35 $2.22 93 $58,959.35 $-104,076.53
2025-03-27 00:00:00 BUY $472.19 110 $184,701.40 $51.94 185 $174,701.40 $-386,686.91
2025-04-07 00:00:00 BUY $294.43 69 $51,734.31 $20.32 124 $41,734.31 $-172,077.35
2025-04-17 00:00:00 SELL $491.87 170 $1,418,958.79 $83.62 11 $1,408,958.79 $-4,171,157.55
2025-04-29 00:00:00 BUY $199.60 1,510 $784,058.04 $301.39 1,588 $774,058.04 $-2,515,672.42
2025-05-12 00:00:00 SELL $316.46 12 $23,129.26 $3.80 7 $13,129.26 $-15,916.19
2025-05-29 00:00:00 SELL $90.35 99 $778,916.08 $8.94 384 $768,916.08 $-4,995,135.55
2025-07-15 00:00:00 BUY $328.55 250 $834,837.84 $82.14 445 $824,837.84 $-2,252,217.57
2025-07-20 00:00:00 BUY $329.06 209 $968,464.69 $68.77 209 $958,464.69 $-2,411,786.00
SUMMARY (314 total orders) $968,464.69 $12889.70 - $27.05% -

IEF

Best: Adx ⏰ 1d
PSR
0.849
Sharpe Ratio
0.404
Total Orders
249
Net Profit
31.70%
Average Win
32.99%
Average Loss
-3.79%
Annual Return
31.70%
Max Drawdown
-21.45%
Win Rate
0.6%
Profit/Loss Ratio
5.27
Alpha
0.108
Beta
1.740
Sortino Ratio
1.748
Total Fees
$3,316.21
Strategy Capacity
$1,772,053
Portfolio Turnover
0.50%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Adx 1d 2.444 55.6% -23.9% 0.5% 🏆 BEST
2 Weekly Breakout 1d 2.354 16.7% -5.0% 0.6%
3 Markov 1d 2.305 -13.8% -5.9% 0.6%
4 Russell Rebalancing Strategy 1d 2.225 -15.1% -8.0% 0.7%
5 Stan Weinstein 1d 2.176 66.5% -29.8% 0.6%
6 Neural Networks Recurrent Neural 1d 2.092 75.2% -6.3% 0.5%
7 Machine Learning Rsi 1d 2.087 -14.1% -26.0% 0.4%
8 Buyandhold 1d 1.965 39.0% -26.4% 0.3%
9 Wheel Strategy 1d 1.909 66.0% -23.2% 0.4%
10 Improved Index Trend 1d 1.864 5.9% -22.3% 0.5%
11 Decision Tree 3 1d 1.859 61.2% -23.9% 0.4%
12 Pullback 1d 1.848 24.3% -5.9% 0.3%
13 Long Short Term Memory Neural Network 1d 1.822 51.2% -16.1% 0.3%
14 Macd 1d 1.818 -14.1% -9.8% 0.4%
15 Svm Rnn 1d 1.773 7.1% -19.3% 0.7%
16 Lazy Trend Follower 1d 1.712 29.2% -18.3% 0.4%
17 Linear Regression Pca 1d 1.588 -5.3% -11.6% 0.3%
18 Ais Micro Test Diversity Gap 1d 1.585 66.1% -12.1% 0.6%
19 Face The Train 1d 1.403 5.5% -15.7% 0.3%
20 Mfi 1d 1.283 -18.4% -5.1% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-06-12 00:00:00 BUY $341.84 11 $15,564.93 $3.76 20 $5,564.93 $-19,365.75
2020-07-23 00:00:00 BUY $382.64 3 $137,177.77 $1.15 16 $127,177.77 $-271,351.17
2020-09-10 00:00:00 BUY $374.73 23 $66,029.78 $8.62 23 $56,029.78 $-160,865.53
2020-09-25 00:00:00 SELL $255.13 24 $103,651.85 $6.12 51 $93,651.85 $-201,396.78
2021-03-14 00:00:00 SELL $473.91 7 $18,878.95 $3.32 13 $8,878.95 $-23,802.10
2021-04-10 00:00:00 BUY $134.38 12 $12,011.51 $1.61 12 $2,011.51 $-8,410.10
2021-05-08 00:00:00 SELL $89.31 55 $135,628.49 $4.91 20 $125,628.49 $-256,035.97
2021-05-17 00:00:00 SELL $278.82 1 $74,657.24 $0.28 0 $64,657.24 $0.00
2021-08-29 00:00:00 SELL $230.00 194 $244,966.31 $44.62 17 $234,966.31 $-759,127.16
2021-08-30 00:00:00 BUY $281.09 140 $98,165.99 $39.35 206 $88,165.99 $-478,804.37
2021-09-14 00:00:00 BUY $132.19 8 $10,622.59 $1.06 8 $622.59 $-7,907.59
2021-10-27 00:00:00 BUY $210.14 6 $8,737.89 $1.26 6 $-1,262.11 $1,260.85
2022-01-31 00:00:00 BUY $152.56 11 $12,045.51 $1.68 11 $2,045.51 $-68,221.31
2022-02-18 00:00:00 BUY $166.08 4 $16,772.11 $0.66 7 $6,772.11 $-36,214.71
2022-03-03 00:00:00 BUY $148.47 4 $12,647.43 $0.59 22 $2,647.43 $-11,352.81
2022-05-31 00:00:00 SELL $218.22 1 $8,914.57 $0.22 0 $-1,085.43 $0.00
2022-06-22 00:00:00 SELL $450.03 1 $16,228.72 $0.45 0 $6,228.72 $0.00
2022-07-04 00:00:00 SELL $494.43 24 $91,917.40 $11.87 168 $81,917.40 $-154,909.85
2022-08-19 00:00:00 SELL $494.84 21 $174,144.86 $10.39 48 $164,144.86 $-388,521.50
2022-09-16 00:00:00 SELL $385.72 1 $22,564.95 $0.39 2 $12,564.95 $-53,446.30
2022-09-18 00:00:00 SELL $465.39 3 $249,830.01 $1.40 23 $239,830.01 $-637,551.67
2022-09-23 00:00:00 SELL $197.85 13 $68,895.96 $2.57 6 $58,895.96 $-176,916.09
2023-04-07 00:00:00 SELL $324.05 16 $15,395.11 $5.18 13 $5,395.11 $-77,013.65
2023-04-19 00:00:00 BUY $241.77 31 $41,822.29 $7.49 31 $31,822.29 $-100,047.19
2023-05-03 00:00:00 SELL $476.42 12 $19,482.65 $5.72 7 $9,482.65 $-80,056.78
2023-05-05 00:00:00 BUY $257.93 21 $12,763.11 $5.42 32 $2,763.11 $-39,358.10
2023-07-31 00:00:00 SELL $445.92 229 $174,171.24 $102.12 363 $164,171.24 $-486,386.73
2023-08-21 00:00:00 SELL $63.88 11 $174,846.80 $0.70 37 $164,846.80 $-409,910.58
2023-08-25 00:00:00 SELL $386.02 8 $196,056.92 $3.09 147 $186,056.92 $-591,510.12
2023-11-03 00:00:00 BUY $98.41 26 $13,809.89 $2.56 26 $3,809.89 $-12,654.20
2024-01-28 00:00:00 SELL $401.93 4 $19,328.97 $1.61 9 $9,328.97 $-22,585.30
2024-04-02 00:00:00 BUY $450.99 10 $13,068.39 $4.51 20 $3,068.39 $-23,847.50
2024-05-04 00:00:00 SELL $144.56 2 $11,681.17 $0.29 0 $1,681.17 $0.00
2024-05-23 00:00:00 SELL $227.34 4 $141,223.87 $0.91 16 $131,223.87 $-521,617.90
2024-05-26 00:00:00 SELL $442.51 7 $17,437.10 $3.10 3 $7,437.10 $-36,049.75
2024-06-07 00:00:00 SELL $201.85 1 $39,801.96 $0.20 3 $29,801.96 $-136,078.19
2024-09-23 00:00:00 SELL $278.69 7 $17,722.88 $1.95 13 $7,722.88 $-22,579.66
2024-10-06 00:00:00 SELL $336.29 16 $30,700.24 $5.38 5 $20,700.24 $-94,921.62
2024-10-12 00:00:00 BUY $476.62 2 $20,386.51 $0.95 5 $10,386.51 $-18,258.42
2024-12-27 00:00:00 SELL $415.43 3 $20,727.68 $1.25 4 $10,727.68 $-81,729.99
2025-01-18 00:00:00 SELL $337.53 6 $13,625.65 $2.03 0 $3,625.65 $0.00
2025-02-06 00:00:00 SELL $407.60 19 $200,390.29 $7.74 211 $190,390.29 $-677,033.72
2025-03-03 00:00:00 SELL $467.21 4 $259,681.33 $1.87 1 $249,681.33 $-647,788.35
2025-04-03 00:00:00 BUY $212.50 2 $15,774.00 $0.42 20 $5,774.00 $-21,527.67
2025-04-08 00:00:00 BUY $321.76 13 $16,199.42 $4.18 18 $6,199.42 $-15,803.04
2025-05-03 00:00:00 SELL $490.89 3 $21,463.58 $1.47 3 $11,463.58 $-87,592.80
2025-06-17 00:00:00 SELL $174.43 1 $7,776.49 $0.17 4 $-2,223.51 $-2,757.43
2025-06-22 00:00:00 SELL $262.35 1 $13,149.13 $0.26 11 $3,149.13 $-65,746.12
2025-07-09 00:00:00 BUY $389.22 56 $163,763.52 $21.80 69 $153,763.52 $-363,621.70
2025-07-19 00:00:00 SELL $273.96 242 $181,665.33 $66.30 30 $171,665.33 $-382,258.94
SUMMARY (220 total orders) $181,665.33 $1762.81 - $31.70% -

SHY

Best: Neural Networks Recurrent Neural ⏰ 1d
PSR
0.581
Sharpe Ratio
0.268
Total Orders
72
Net Profit
45.02%
Average Win
20.73%
Average Loss
-3.85%
Annual Return
45.02%
Max Drawdown
-13.42%
Win Rate
0.5%
Profit/Loss Ratio
4.37
Alpha
-0.062
Beta
1.407
Sortino Ratio
1.091
Total Fees
$851.74
Strategy Capacity
$1,504,537
Portfolio Turnover
1.28%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Neural Networks Recurrent Neural 1d 2.481 61.3% -18.6% 0.4% 🏆 BEST
2 Pullback 1d 2.443 -4.6% -5.5% 0.7%
3 Ais Micro Test Diversity Gap 1d 2.420 58.9% -27.0% 0.3%
4 Mfi 1d 2.420 41.7% -20.0% 0.5%
5 Markov 1d 2.411 74.1% -23.3% 0.5%
6 Buyandhold 1d 2.287 54.2% -24.0% 0.3%
7 Support Vector Machines 1d 2.285 79.4% -29.9% 0.5%
8 Decision Tree 1d 2.265 52.8% -7.9% 0.7%
9 Crude Oil 1d 2.224 10.9% -19.7% 0.3%
10 Face The Train 1d 2.042 66.0% -14.5% 0.5%
11 Confident Trend 1d 1.932 13.9% -29.6% 0.6%
12 Bullish Engulfing 1d 1.911 71.3% -12.5% 0.6%
13 Decision Tree 2 1d 1.889 77.7% -20.9% 0.7%
14 Donchian Channels Breakout 1d 1.808 77.2% -13.7% 0.5%
15 Rsi 1d 1.623 72.5% -13.2% 0.3%
16 Weekly Breakout 1d 1.582 8.5% -9.7% 0.6%
17 Turtle Trading 1d 1.519 29.5% -9.0% 0.3%
18 Larry Williams 1d 1.392 28.9% -11.8% 0.6%
19 Long Short Term Memory Neural Network 1d 1.331 46.3% -7.1% 0.3%
20 Macd 1d 1.319 -12.3% -6.1% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2007-07-12 00:00:00 SELL $426.85 1 $31,726.03 $0.43 0 $21,726.03 $0.00
2007-08-14 00:00:00 BUY $380.77 3 $21,061.37 $1.14 69 $11,061.37 $-59,638.98
2007-09-13 00:00:00 BUY $367.61 3 $7,591.85 $1.10 15 $-2,408.15 $2,167.62
2007-10-22 00:00:00 SELL $144.07 12 $18,375.87 $1.73 34 $8,375.87 $-31,847.36
2007-11-24 00:00:00 SELL $245.03 17 $23,189.63 $4.17 18 $13,189.63 $-13,623.23
2008-01-24 00:00:00 SELL $95.62 6 $29,185.64 $0.57 10 $19,185.64 $-69,112.65
2009-08-06 00:00:00 SELL $80.09 30 $35,679.68 $2.40 2 $25,679.68 $-98,807.79
2009-09-29 00:00:00 SELL $225.43 1 $31,299.61 $0.23 1 $21,299.61 $-76,174.95
2009-10-22 00:00:00 SELL $416.58 2 $23,376.47 $0.83 2 $13,376.47 $-11,721.39
2009-10-24 00:00:00 BUY $419.87 3 $22,544.15 $1.26 4 $12,544.15 $-9,615.45
2009-11-03 00:00:00 BUY $285.96 1 $16,648.82 $0.29 46 $6,648.82 $-23,305.29
2010-04-11 00:00:00 BUY $166.55 36 $24,771.69 $6.00 36 $14,771.69 $-54,661.80
2010-09-17 00:00:00 BUY $275.15 21 $19,039.91 $5.78 62 $9,039.91 $-69,995.10
2011-01-03 00:00:00 SELL $111.79 14 $31,074.40 $1.57 2 $21,074.40 $-76,176.80
2011-01-16 00:00:00 BUY $269.80 1 $8,326.48 $0.27 11 $-1,673.52 $1,565.78
2011-03-27 00:00:00 SELL $367.19 18 $26,084.59 $6.61 29 $16,084.59 $-35,409.40
2012-09-02 00:00:00 BUY $476.49 6 $26,323.86 $2.86 16 $16,323.86 $-62,445.09
2013-03-08 00:00:00 BUY $318.72 10 $25,605.85 $3.19 18 $15,605.85 $-14,008.97
2013-03-26 00:00:00 BUY $192.72 41 $20,893.99 $7.90 43 $10,893.99 $-28,458.59
2013-09-12 00:00:00 SELL $54.40 7 $9,833.45 $0.38 37 $-166.55 $-5,749.29
2013-10-18 00:00:00 BUY $370.43 20 $18,189.82 $7.41 38 $8,189.82 $-8,856.80
2013-11-25 00:00:00 SELL $270.64 17 $39,420.73 $4.60 1 $29,420.73 $-92,562.12
2013-12-12 00:00:00 SELL $88.71 1 $23,059.09 $0.09 9 $13,059.09 $-29,543.39
2014-05-26 00:00:00 BUY $253.52 8 $30,411.41 $2.03 12 $20,411.41 $-54,158.44
2014-08-06 00:00:00 SELL $467.05 8 $30,809.61 $3.74 16 $20,809.61 $-49,727.90
2015-06-26 00:00:00 SELL $270.12 6 $10,372.19 $1.62 4 $372.19 $-591.34
2015-07-04 00:00:00 BUY $310.51 11 $21,352.66 $3.42 47 $11,352.66 $-52,059.29
2015-08-03 00:00:00 BUY $140.20 10 $8,596.55 $1.40 10 $-1,403.45 $1,402.05
2015-10-04 00:00:00 SELL $345.50 15 $12,769.14 $5.18 0 $2,769.14 $0.00
2016-02-13 00:00:00 SELL $359.10 44 $34,824.52 $15.80 18 $24,824.52 $-86,368.96
2016-05-10 00:00:00 BUY $466.58 6 $7,031.18 $2.80 43 $-2,968.82 $12,300.78
2017-01-03 00:00:00 SELL $134.51 28 $24,823.91 $3.77 41 $14,823.91 $-81,539.66
2017-02-21 00:00:00 SELL $88.99 1 $35,768.58 $0.09 1 $25,768.58 $-98,878.98
2017-03-24 00:00:00 SELL $245.74 8 $29,510.90 $1.97 16 $19,510.90 $-72,468.53
2018-04-05 00:00:00 BUY $169.94 36 $16,935.07 $6.12 45 $6,935.07 $-22,694.40
2019-01-18 00:00:00 BUY $484.47 23 $27,076.96 $11.14 24 $17,076.96 $-34,430.58
2019-04-21 00:00:00 BUY $209.34 8 $8,695.78 $1.67 12 $-1,304.22 $840.30
2020-06-27 00:00:00 SELL $427.06 1 $8,753.11 $0.43 10 $-1,246.89 $2,598.78
2021-02-24 00:00:00 SELL $196.85 3 $23,475.45 $0.59 2 $13,475.45 $-10,604.64
2021-07-03 00:00:00 SELL $322.87 1 $24,101.94 $0.32 0 $14,101.94 $0.00
2022-02-10 00:00:00 SELL $470.39 10 $31,023.05 $4.70 6 $21,023.05 $-70,105.49
2022-02-24 00:00:00 BUY $352.69 4 $19,481.81 $1.41 47 $9,481.81 $-28,070.51
2022-02-25 00:00:00 SELL $354.85 1 $36,123.08 $0.35 0 $26,123.08 $0.00
2022-10-17 00:00:00 BUY $436.74 1 $6,594.01 $0.44 44 $-3,405.99 $8,654.89
2023-03-19 00:00:00 SELL $181.03 7 $22,885.50 $1.27 5 $12,885.50 $-10,093.18
2023-07-29 00:00:00 SELL $304.24 1 $23,779.39 $0.30 1 $13,779.39 $-10,694.09
2023-11-09 00:00:00 SELL $326.19 32 $28,803.45 $10.44 2 $18,803.45 $-36,093.20
2024-10-20 00:00:00 SELL $234.42 31 $28,612.48 $7.27 16 $18,612.48 $-66,318.13
2025-02-12 00:00:00 BUY $496.36 3 $27,079.67 $1.49 47 $17,079.67 $-83,184.14
2025-04-09 00:00:00 BUY $342.45 5 $21,475.67 $1.71 23 $11,475.67 $-10,157.36
SUMMARY (66 total orders) $21,475.67 $233.35 - $45.02% -

LQD

Best: Wheel Strategy ⏰ 1d
PSR
0.712
Sharpe Ratio
1.884
Total Orders
303
Net Profit
26.79%
Average Win
28.25%
Average Loss
-2.56%
Annual Return
26.79%
Max Drawdown
-14.07%
Win Rate
0.4%
Profit/Loss Ratio
7.97
Alpha
0.180
Beta
0.602
Sortino Ratio
0.393
Total Fees
$3,994.79
Strategy Capacity
$2,226,626
Portfolio Turnover
0.41%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.477 70.4% -17.0% 0.6% 🏆 BEST
2 Face The Train 1d 2.274 33.6% -5.6% 0.7%
3 Linear Regression Pca 1d 2.270 32.4% -13.4% 0.6%
4 Trend Risk Protection 1d 2.229 -19.9% -5.7% 0.4%
5 Bollinger Bands 1d 2.195 61.2% -17.3% 0.4%
6 Long Short Term Memory Neural Network 1d 2.119 61.6% -25.1% 0.4%
7 Improved Index Trend 1d 2.061 -2.7% -20.5% 0.5%
8 Buyandhold 1d 2.027 33.5% -25.4% 0.4%
9 Ais Micro Test Diversity Gap 1d 2.008 -9.4% -24.2% 0.5%
10 Donchian Channels Breakout 1d 1.946 31.0% -7.2% 0.4%
11 Counter Punsh 1d 1.890 63.7% -28.6% 0.4%
12 Decision Tree 1d 1.859 66.7% -10.2% 0.6%
13 Stan Weinstein 1d 1.827 45.7% -10.0% 0.5%
14 Decision Tree 2 1d 1.765 63.9% -17.5% 0.7%
15 Neural Networks Recurrent Neural 1d 1.763 21.3% -16.4% 0.5%
16 Donchian Boyt 1d 1.742 38.9% -15.8% 0.6%
17 Multi Layer Ema 1d 1.719 59.9% -10.3% 0.3%
18 Support Vector Machines 1d 1.705 -15.1% -10.6% 0.4%
19 Russell Rebalancing Strategy 1d 1.662 45.1% -20.6% 0.5%
20 Crude Oil 1d 1.624 44.3% -16.8% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-09-10 00:00:00 SELL $418.44 3 $37,596.60 $1.26 0 $27,596.60 $0.00
2021-09-20 00:00:00 SELL $266.60 16 $30,703.60 $4.27 21 $20,703.60 $-106,443.18
2021-09-25 00:00:00 SELL $188.34 69 $3,433,406.76 $13.00 344 $3,423,406.76 $-4,808,586.74
2021-11-01 00:00:00 SELL $463.91 136 $3,626,804.35 $63.09 28 $3,616,804.35 $-4,563,259.88
2021-12-27 00:00:00 SELL $324.04 3 $24,797.14 $0.97 4 $14,797.14 $-29,648.53
2022-01-19 00:00:00 BUY $149.28 1 $23,332.57 $0.15 3 $13,332.57 $-59,504.68
2022-01-30 00:00:00 BUY $319.11 106 $197,571.72 $33.83 571 $187,571.72 $-496,134.94
2022-04-09 00:00:00 SELL $256.45 912 $1,538,548.86 $233.88 1,960 $1,528,548.86 $-2,757,021.66
2022-05-14 00:00:00 BUY $250.04 465 $338,881.89 $116.27 466 $328,881.89 $-1,270,475.90
2022-07-04 00:00:00 SELL $397.79 1 $23,482.01 $0.40 2 $13,482.01 $-59,156.94
2022-12-13 00:00:00 BUY $414.43 4 $8,257.49 $1.66 4 $-1,742.51 $-1,554.62
2022-12-21 00:00:00 SELL $251.78 9 $447,049.74 $2.27 34 $437,049.74 $-1,113,908.38
2022-12-31 00:00:00 SELL $488.29 81 $435,754.92 $39.55 108 $425,754.92 $-1,069,733.44
2023-01-04 00:00:00 BUY $281.19 23 $16,833.69 $6.47 48 $6,833.69 $-30,450.46
2023-01-26 00:00:00 BUY $325.61 5 $26,079.74 $1.63 62 $16,079.74 $-117,641.06
2023-01-31 00:00:00 BUY $244.76 45 $45,838.14 $11.01 101 $35,838.14 $-177,827.33
2023-02-11 00:00:00 SELL $81.72 381 $3,584,191.61 $31.13 84 $3,574,191.61 $-4,548,989.03
2023-03-03 00:00:00 BUY $446.34 7 $20,948.40 $3.12 16 $10,948.40 $-65,069.82
2023-04-07 00:00:00 BUY $195.45 414 $310,249.64 $80.92 706 $300,249.64 $-1,503,999.72
2023-04-26 00:00:00 SELL $192.62 2 $455,267.88 $0.39 1 $445,267.88 $-1,386,803.04
2023-05-10 00:00:00 BUY $370.28 42 $149,515.66 $15.55 117 $139,515.66 $-317,223.71
2023-05-27 00:00:00 SELL $90.84 24 $361,537.87 $2.18 8 $351,537.87 $-1,722,180.36
2023-06-02 00:00:00 SELL $345.07 18 $168,065.14 $6.21 54 $158,065.14 $-395,465.74
2023-06-07 00:00:00 BUY $205.73 813 $918,749.46 $167.26 814 $908,749.46 $-1,814,674.05
2023-06-11 00:00:00 SELL $67.95 361 $357,529.63 $24.53 44 $347,529.63 $-1,719,917.14
2023-07-20 00:00:00 BUY $283.06 35 $27,679.65 $9.91 35 $17,679.65 $-110,383.96
2023-09-04 00:00:00 SELL $268.04 2 $8,734.54 $0.54 3 $-1,265.46 $-2,408.20
2023-10-09 00:00:00 BUY $299.74 1 $5,324.02 $0.30 12 $-4,675.98 $-5,147.63
2023-11-29 00:00:00 SELL $454.64 9 $23,408.92 $4.09 28 $13,408.92 $-38,422.17
2023-12-21 00:00:00 BUY $277.90 28 $20,178.20 $7.78 28 $10,178.20 $-80,457.06
2023-12-26 00:00:00 SELL $377.06 15 $10,991.44 $5.66 3 $991.44 $-11,371.24
2024-03-20 00:00:00 SELL $417.27 18 $104,502.77 $7.51 8 $94,502.77 $-297,200.75
2024-05-16 00:00:00 SELL $72.63 307 $231,430.81 $22.30 465 $221,430.81 $-644,573.68
2024-05-23 00:00:00 BUY $214.68 807 $3,348,140.00 $173.25 847 $3,338,140.00 $-4,691,541.91
2024-07-14 00:00:00 SELL $255.55 1 $25,690.87 $0.26 2 $15,690.87 $-15,895.29
2024-07-26 00:00:00 BUY $144.32 2,081 $1,395,141.08 $300.32 2,872 $1,385,141.08 $-2,052,520.75
2024-08-08 00:00:00 BUY $300.46 5 $111,476.18 $1.50 233 $101,476.18 $-342,590.45
2024-08-24 00:00:00 SELL $103.56 24 $35,912.06 $2.49 0 $25,912.06 $0.00
2024-08-31 00:00:00 SELL $134.54 24 $20,059.36 $3.23 24 $10,059.36 $-47,185.85
2024-09-28 00:00:00 SELL $441.22 2 $9,616.10 $0.88 1 $-383.90 $-2,771.10
2024-09-30 00:00:00 SELL $75.73 301 $333,022.95 $22.80 405 $323,022.95 $-1,692,234.59
2024-11-22 00:00:00 BUY $58.78 42 $8,380.95 $2.47 50 $-1,619.05 $-10,998.74
2024-12-27 00:00:00 SELL $207.21 4 $396,242.76 $0.83 189 $386,242.76 $-1,083,306.87
2025-01-16 00:00:00 SELL $473.91 313 $562,387.86 $148.33 0 $552,387.86 $0.00
2025-01-23 00:00:00 SELL $159.14 37 $25,141.45 $5.89 5 $15,141.45 $-54,502.21
2025-02-11 00:00:00 SELL $356.15 3 $25,864.51 $1.07 1 $15,864.51 $-30,588.54
2025-03-02 00:00:00 SELL $346.90 256 $3,420,424.33 $88.81 413 $3,410,424.33 $-4,730,105.15
2025-04-06 00:00:00 SELL $438.04 1 $364,409.55 $0.44 0 $354,409.55 $0.00
2025-06-04 00:00:00 SELL $217.03 34 $20,574.79 $7.38 32 $10,574.79 $-37,002.41
2025-06-26 00:00:00 SELL $385.02 3 $395,414.76 $1.16 193 $385,414.76 $-1,048,160.50
SUMMARY (291 total orders) $395,414.76 $13444.94 - $26.79% -

HYG

Best: Lazy Trend Follower ⏰ 1d
PSR
0.778
Sharpe Ratio
0.478
Total Orders
464
Net Profit
23.43%
Average Win
24.71%
Average Loss
-3.21%
Annual Return
23.43%
Max Drawdown
-5.65%
Win Rate
0.5%
Profit/Loss Ratio
7.83
Alpha
-0.092
Beta
1.672
Sortino Ratio
1.506
Total Fees
$3,950.97
Strategy Capacity
$4,730,466
Portfolio Turnover
2.05%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Lazy Trend Follower 1d 2.459 -18.2% -17.4% 0.5% 🏆 BEST
2 Stable Mean Revert 1d 2.327 40.5% -20.8% 0.3%
3 Counter Punsh 1d 2.282 22.2% -16.4% 0.6%
4 Larry Williams 1d 2.178 -9.2% -5.4% 0.6%
5 Stan Weinstein 1d 2.084 67.4% -22.3% 0.3%
6 Bullish Engulfing 1d 2.059 44.5% -17.2% 0.3%
7 Weekly Breakout 1d 2.058 44.3% -28.7% 0.3%
8 Wheel Strategy 1d 1.846 56.8% -22.2% 0.4%
9 Macd 1d 1.830 -5.0% -7.6% 0.7%
10 Neural Networks Recurrent Neural 1d 1.818 17.9% -13.9% 0.5%
11 Donchian Channels Breakout 1d 1.816 72.6% -17.8% 0.6%
12 Multi Layer Ema 1d 1.736 15.8% -5.1% 0.6%
13 Russell Rebalancing Strategy 1d 1.667 79.8% -26.6% 0.6%
14 Bollinger Bands 1d 1.649 7.3% -20.3% 0.6%
15 Ride The Aggression 1d 1.577 10.9% -19.6% 0.5%
16 Machine Learning Rsi 1d 1.554 31.0% -26.2% 0.5%
17 Donchian Boyt 1d 1.460 10.2% -9.8% 0.3%
18 Buyandhold 1d 1.415 63.5% -28.2% 0.6%
19 Turtle Trading 1d 1.381 -5.6% -8.1% 0.6%
20 Rsi 1d 1.337 78.4% -17.9% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-05-18 00:00:00 SELL $102.13 878 $414,971.01 $89.67 189 $404,971.01 $-2,228,025.75
2022-05-20 00:00:00 BUY $90.82 278 $121,167.80 $25.25 305 $111,167.80 $-455,255.34
2022-06-11 00:00:00 BUY $86.82 41 $26,699.46 $3.56 41 $16,699.46 $-266,948.27
2022-06-20 00:00:00 SELL $294.41 108 $271,307.65 $31.80 70 $261,307.65 $-1,120,507.20
2022-07-16 00:00:00 SELL $68.56 1 $32,625.25 $0.07 17 $22,625.25 $-104,405.59
2022-07-23 00:00:00 BUY $355.32 47 $154,695.57 $16.70 375 $144,695.57 $-869,848.21
2022-08-08 00:00:00 SELL $289.58 19 $649,652.22 $5.50 6 $639,652.22 $-2,737,777.00
2022-08-12 00:00:00 SELL $80.85 19 $52,273.36 $1.54 20 $42,273.36 $-305,815.97
2022-08-15 00:00:00 SELL $121.39 280 $487,632.88 $33.99 68 $477,632.88 $-2,941,333.17
2022-08-31 00:00:00 SELL $151.00 18 $19,374.12 $2.72 11 $9,374.12 $-143,826.63
2022-11-01 00:00:00 SELL $450.11 170 $245,689.51 $76.52 207 $235,689.51 $-1,199,284.63
2022-11-22 00:00:00 BUY $450.97 150 $268,535.51 $67.65 624 $258,535.51 $-2,052,248.38
2022-12-17 00:00:00 BUY $382.43 223 $325,393.67 $85.28 1,067 $315,393.67 $-1,753,997.39
2022-12-21 00:00:00 SELL $260.05 34 $235,631.41 $8.84 13 $225,631.41 $-504,822.98
2023-01-01 00:00:00 BUY $495.09 56 $167,334.17 $27.72 56 $157,334.17 $-795,101.97
2023-03-09 00:00:00 BUY $118.52 50 $14,356.96 $5.93 55 $4,356.96 $-138,969.08
2023-03-21 00:00:00 SELL $81.62 3 $659,768.36 $0.24 3 $649,768.36 $-3,085,704.08
2023-05-28 00:00:00 SELL $256.48 10 $45,720.04 $2.56 1 $35,720.04 $-223,789.92
2023-06-08 00:00:00 SELL $324.32 8 $21,974.19 $2.59 8 $11,974.19 $-54,731.13
2023-07-11 00:00:00 BUY $131.96 11 $45,369.99 $1.45 11 $35,369.99 $-335,701.73
2023-08-09 00:00:00 SELL $147.87 4 $650,730.95 $0.59 1 $640,730.95 $-2,739,366.63
2023-08-19 00:00:00 BUY $411.59 448 $456,400.74 $184.39 448 $446,400.74 $-2,940,817.53
2023-09-11 00:00:00 SELL $54.14 114 $36,454.25 $6.17 32 $26,454.25 $-282,434.51
2023-10-08 00:00:00 SELL $435.87 72 $308,785.92 $31.38 35 $298,785.92 $-1,277,201.41
2023-10-24 00:00:00 BUY $319.27 74 $112,104.33 $23.63 79 $102,104.33 $-405,385.50
2023-11-07 00:00:00 SELL $402.61 153 $459,741.52 $61.60 637 $449,741.52 $-3,111,278.99
2023-11-13 00:00:00 SELL $312.82 6 $24,219.37 $1.88 8 $14,219.37 $-58,589.49
2023-11-13 00:00:00 SELL $281.63 70 $556,584.45 $19.71 10 $546,584.45 $-1,999,564.54
2023-12-05 00:00:00 BUY $202.95 8 $177,324.91 $1.62 115 $167,324.91 $-614,505.58
2024-01-02 00:00:00 BUY $304.56 101 $322,363.32 $30.76 115 $312,363.32 $-2,478,749.01
2024-01-08 00:00:00 SELL $315.16 186 $286,912.13 $58.62 228 $276,912.13 $-2,441,916.70
2024-02-25 00:00:00 SELL $203.37 8 $10,881.18 $1.63 0 $881.18 $0.00
2024-02-25 00:00:00 BUY $465.97 232 $644,300.46 $108.11 1,425 $634,300.46 $-3,324,455.61
2024-03-13 00:00:00 SELL $302.20 23 $348,307.62 $6.95 9 $338,307.62 $-1,569,709.78
2024-05-08 00:00:00 BUY $395.23 70 $536,890.03 $27.67 80 $526,890.03 $-1,943,096.37
2024-06-27 00:00:00 SELL $463.70 91 $358,770.53 $42.20 2 $348,770.53 $-2,580,730.67
2024-07-04 00:00:00 BUY $162.53 309 $434,068.72 $50.22 518 $424,068.72 $-1,840,304.65
2024-07-24 00:00:00 SELL $476.10 7 $39,088.96 $3.33 5 $29,088.96 $-74,787.58
2024-09-29 00:00:00 SELL $56.37 9 $112,535.11 $0.51 6 $102,535.11 $-361,785.78
2024-11-21 00:00:00 SELL $78.54 17 $46,575.52 $1.34 3 $36,575.52 $-88,126.22
2024-11-27 00:00:00 SELL $266.00 684 $742,326.03 $181.94 1,262 $732,326.03 $-3,924,474.53
2024-12-15 00:00:00 BUY $55.95 251 $115,528.02 $14.04 395 $105,528.02 $-949,577.69
2025-03-11 00:00:00 SELL $328.51 18 $669,482.34 $5.91 15 $659,482.34 $-3,402,581.03
2025-04-08 00:00:00 BUY $189.02 563 $447,251.02 $106.42 568 $437,251.02 $-1,911,811.00
2025-04-25 00:00:00 BUY $299.02 133 $489,442.66 $39.77 426 $479,442.66 $-3,240,355.02
2025-04-30 00:00:00 SELL $348.94 29 $223,193.06 $10.12 2 $213,193.06 $-674,373.70
2025-06-03 00:00:00 BUY $174.17 1 $14,182.61 $0.17 56 $4,182.61 $-141,659.98
2025-06-27 00:00:00 SELL $111.33 1 $36,306.33 $0.11 0 $26,306.33 $0.00
2025-07-05 00:00:00 BUY $196.53 34 $25,225.07 $6.68 34 $15,225.07 $-63,804.13
2025-07-11 00:00:00 SELL $387.16 5 $40,687.38 $1.94 14 $30,687.38 $-278,746.83
SUMMARY (439 total orders) $40,687.38 $9406.19 - $23.43% -

EMB

Best: Buyandhold ⏰ 1d
PSR
0.830
Sharpe Ratio
1.344
Total Orders
68
Net Profit
45.87%
Average Win
20.34%
Average Loss
-2.84%
Annual Return
45.87%
Max Drawdown
-8.57%
Win Rate
0.4%
Profit/Loss Ratio
3.36
Alpha
-0.015
Beta
0.636
Sortino Ratio
0.533
Total Fees
$4,644.41
Strategy Capacity
$3,861,099
Portfolio Turnover
0.73%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Buyandhold 1d 2.468 9.2% -12.8% 0.3% 🏆 BEST
2 Multi Layer Ema 1d 2.428 65.2% -12.0% 0.7%
3 Neural Networks Recurrent Neural 1d 2.423 -12.3% -11.5% 0.7%
4 Donchian Boyt 1d 2.387 43.5% -5.1% 0.3%
5 Russell Rebalancing Strategy 1d 2.337 4.8% -21.0% 0.4%
6 Face The Train 1d 2.327 6.3% -6.7% 0.5%
7 Bollinger Bands 1d 2.302 -4.3% -18.9% 0.3%
8 Larry Williams 1d 2.301 -7.2% -6.8% 0.3%
9 Wheel Strategy 1d 2.295 7.5% -23.2% 0.6%
10 Adx 1d 2.202 -19.5% -26.0% 0.3%
11 Crude Oil 1d 2.198 36.9% -17.8% 0.5%
12 Mfi 1d 2.189 15.3% -10.7% 0.3%
13 Decision Tree 3 1d 2.130 19.1% -20.7% 0.4%
14 Weekly Breakout 1d 2.047 62.8% -10.1% 0.7%
15 Turtle Trading 1d 2.013 57.2% -6.5% 0.4%
16 Trend Risk Protection 1d 1.959 44.1% -7.1% 0.4%
17 Counter Punsh 1d 1.838 -15.1% -27.6% 0.4%
18 Rnn Linear Regression 1d 1.784 17.6% -24.1% 0.4%
19 Pullback 1d 1.723 42.0% -5.6% 0.5%
20 Machine Learning Rsi 1d 1.597 -11.8% -24.1% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2007-03-26 00:00:00 BUY $391.98 9 $9,611.60 $3.53 9 $-388.40 $-18,950.07
2007-07-19 00:00:00 SELL $357.19 1 $13,142.98 $0.36 0 $3,142.98 $0.00
2007-10-02 00:00:00 BUY $196.75 7 $3,482.62 $1.38 29 $-6,517.38 $-13,000.83
2007-11-18 00:00:00 SELL $346.57 1 $12,376.57 $0.35 0 $2,376.57 $0.00
2008-07-29 00:00:00 BUY $184.50 2 $7,411.76 $0.37 5 $-2,588.24 $-11,685.35
2009-02-11 00:00:00 SELL $417.18 8 $10,752.46 $3.34 9 $752.46 $-34,371.47
2009-08-10 00:00:00 BUY $482.77 4 $7,492.47 $1.93 4 $-2,507.53 $-8,745.70
2010-03-19 00:00:00 SELL $212.51 5 $10,673.07 $1.06 4 $673.07 $-25,155.72
2010-09-09 00:00:00 SELL $388.01 5 $9,499.76 $1.94 0 $-500.24 $0.00
2010-12-13 00:00:00 BUY $485.16 1 $11,890.92 $0.49 1 $1,890.92 $-28,047.73
2011-03-12 00:00:00 SELL $230.73 2 $8,854.86 $0.46 0 $-1,145.14 $0.00
2011-04-01 00:00:00 SELL $453.50 2 $12,786.15 $0.91 1 $2,786.15 $-22,024.43
2011-06-26 00:00:00 BUY $164.47 5 $5,601.13 $0.82 12 $-4,398.87 $-4,823.04
2011-09-12 00:00:00 SELL $95.64 2 $11,455.07 $0.19 0 $1,455.07 $0.00
2012-02-06 00:00:00 SELL $327.69 3 $8,393.86 $0.98 2 $-1,606.14 $-12,321.46
2012-03-25 00:00:00 SELL $60.50 12 $6,326.43 $0.73 0 $-3,673.57 $0.00
2012-03-25 00:00:00 BUY $133.40 5 $10,787.39 $0.67 5 $787.39 $-32,480.44
2012-08-18 00:00:00 BUY $232.62 2 $8,607.51 $0.47 2 $-1,392.49 $-3,251.85
2013-02-21 00:00:00 SELL $210.99 10 $11,577.58 $2.11 1 $1,577.58 $-31,225.86
2013-12-25 00:00:00 BUY $100.58 3 $4,128.94 $0.30 12 $-5,871.06 $-8,305.58
2014-03-19 00:00:00 SELL $413.67 1 $11,880.06 $0.41 3 $1,880.06 $-21,236.91
2014-03-19 00:00:00 SELL $189.58 5 $11,734.34 $0.95 0 $1,734.34 $0.00
2014-06-15 00:00:00 SELL $183.13 15 $11,065.46 $2.75 5 $1,065.46 $-20,472.75
2014-12-03 00:00:00 BUY $435.73 6 $6,424.32 $2.61 7 $-3,575.68 $-1,132.24
2014-12-16 00:00:00 BUY $431.22 2 $3,265.65 $0.86 14 $-6,734.35 $-3,777.31
2015-01-08 00:00:00 SELL $459.13 1 $11,131.74 $0.46 3 $1,131.74 $-24,628.36
2015-05-13 00:00:00 SELL $491.61 1 $12,068.70 $0.49 0 $2,068.70 $0.00
2015-05-18 00:00:00 SELL $288.95 1 $7,781.13 $0.29 3 $-2,218.87 $-11,741.00
2015-07-17 00:00:00 BUY $241.03 2 $5,843.88 $0.48 2 $-4,156.12 $-7,137.00
2015-12-16 00:00:00 SELL $434.23 1 $9,041.31 $0.43 1 $-958.69 $-3,748.11
2016-01-24 00:00:00 BUY $440.50 1 $12,030.35 $0.44 1 $2,030.35 $-27,651.89
2016-03-26 00:00:00 BUY $241.88 10 $9,469.75 $2.42 11 $-530.25 $-26,357.41
2016-06-03 00:00:00 SELL $473.14 13 $9,627.26 $6.15 16 $-372.74 $-12,513.49
2016-07-20 00:00:00 SELL $237.67 1 $6,931.62 $0.24 5 $-3,068.38 $-15,449.68
2017-01-18 00:00:00 BUY $367.85 1 $8,486.64 $0.37 1 $-1,513.36 $-12,609.00
2017-11-03 00:00:00 SELL $427.14 1 $8,913.36 $0.43 0 $-1,086.64 $0.00
2018-01-02 00:00:00 BUY $283.67 5 $5,743.61 $1.42 8 $-4,256.39 $-12,950.33
2018-07-06 00:00:00 BUY $121.67 17 $4,861.21 $2.07 22 $-5,138.79 $-13,961.38
2019-02-17 00:00:00 SELL $475.76 2 $6,694.18 $0.95 6 $-3,305.82 $-13,783.50
2019-03-22 00:00:00 BUY $61.34 1 $4,431.00 $0.06 9 $-5,569.00 $-8,899.15
2019-03-23 00:00:00 BUY $427.05 3 $8,217.32 $1.28 3 $-1,782.68 $-1,154.79
2019-09-07 00:00:00 SELL $496.17 1 $12,557.42 $0.50 0 $2,557.42 $0.00
2022-05-07 00:00:00 SELL $499.09 12 $9,248.72 $5.99 2 $-751.28 $-9,678.59
2022-09-15 00:00:00 SELL $311.97 11 $12,471.29 $3.43 0 $2,471.29 $0.00
2023-10-06 00:00:00 BUY $260.83 8 $9,043.00 $2.09 11 $-957.00 $-23,136.60
2023-12-16 00:00:00 BUY $272.38 4 $11,466.80 $1.09 4 $1,466.80 $-20,298.88
2024-11-14 00:00:00 BUY $155.70 12 $7,418.35 $1.87 17 $-2,581.65 $-33,610.74
2024-11-28 00:00:00 SELL $88.46 2 $9,425.47 $0.18 0 $-574.53 $0.00
2025-02-08 00:00:00 BUY $225.02 6 $4,492.40 $1.35 8 $-5,507.60 $-6,300.96
2025-02-11 00:00:00 BUY $488.65 5 $9,288.66 $2.44 5 $-711.34 $-31,371.21
SUMMARY (58 total orders) $9,288.66 $77.11 - $45.87% -

TIP

Best: Turtle Trading ⏰ 1d
PSR
0.646
Sharpe Ratio
1.998
Total Orders
77
Net Profit
48.08%
Average Win
22.15%
Average Loss
-5.76%
Annual Return
48.08%
Max Drawdown
-6.14%
Win Rate
0.2%
Profit/Loss Ratio
4.11
Alpha
0.092
Beta
1.796
Sortino Ratio
1.724
Total Fees
$4,187.32
Strategy Capacity
$2,961,558
Portfolio Turnover
2.25%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.419 55.1% -29.3% 0.5% 🏆 BEST
2 Svm Rnn 1d 2.356 23.3% -21.8% 0.6%
3 Ride The Aggression 1d 2.329 30.6% -20.6% 0.5%
4 Confident Trend 1d 2.255 49.5% -28.7% 0.5%
5 Stan Weinstein 1d 2.136 2.1% -20.5% 0.4%
6 Larry Williams 1d 2.130 68.7% -27.3% 0.5%
7 Linear Regression Pca 1d 2.108 15.5% -12.6% 0.4%
8 Russell Rebalancing Strategy 1d 1.997 30.2% -25.2% 0.4%
9 Bollinger Bands 1d 1.928 -17.5% -21.5% 0.4%
10 Donchian Boyt 1d 1.807 22.6% -19.1% 0.4%
11 Long Short Term Memory Neural Network 1d 1.787 35.7% -8.4% 0.3%
12 Stable Mean Revert 1d 1.782 73.3% -11.0% 0.3%
13 Inside Day 1d 1.696 53.2% -15.9% 0.7%
14 Bitcoin 1d 1.610 56.5% -24.0% 0.4%
15 Lazy Trend Follower 1d 1.529 -9.6% -13.3% 0.4%
16 Support Vector Machines 1d 1.330 52.7% -8.0% 0.3%
17 Linear Regression 1d 1.307 31.6% -29.4% 0.4%
18 Rnn Linear Regression 1d 1.301 70.5% -15.2% 0.5%
19 Decision Tree 2 1d 1.291 26.5% -21.8% 0.6%
20 Adx 1d 1.158 48.5% -28.7% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2010-11-03 00:00:00 BUY $297.73 6 $14,075.28 $1.79 6 $4,075.28 $-11,713.41
2010-12-09 00:00:00 BUY $428.41 1 $11,721.58 $0.43 1 $1,721.58 $-1,592.73
2011-02-25 00:00:00 SELL $197.80 13 $13,902.34 $2.57 13 $3,902.34 $-55,054.02
2012-09-13 00:00:00 SELL $207.93 4 $12,150.42 $0.83 0 $2,150.42 $0.00
2012-10-03 00:00:00 SELL $398.06 4 $16,665.83 $1.59 0 $6,665.83 $0.00
2012-10-05 00:00:00 BUY $476.31 3 $10,475.99 $1.43 3 $475.99 $-1,020.63
2012-12-09 00:00:00 BUY $317.69 4 $14,396.50 $1.27 4 $4,396.50 $-4,401.97
2013-08-09 00:00:00 BUY $271.50 5 $13,808.77 $1.36 15 $3,808.77 $-18,880.60
2013-08-28 00:00:00 SELL $194.23 2 $9,922.56 $0.39 2 $-77.44 $-76.59
2014-04-14 00:00:00 BUY $78.54 8 $14,461.87 $0.63 8 $4,461.87 $-10,255.76
2014-06-15 00:00:00 BUY $116.26 4 $9,534.50 $0.47 4 $-465.50 $465.04
2014-09-24 00:00:00 BUY $77.83 8 $11,654.63 $0.62 16 $1,654.63 $-31,806.69
2014-11-25 00:00:00 SELL $135.56 3 $14,868.14 $0.41 5 $4,868.14 $-10,834.60
2014-12-12 00:00:00 BUY $172.90 9 $8,364.91 $1.56 11 $-1,635.09 $1,436.86
2015-06-17 00:00:00 SELL $81.05 4 $14,720.38 $0.32 0 $4,720.38 $0.00
2015-06-29 00:00:00 SELL $142.29 7 $13,887.70 $1.00 3 $3,887.70 $-36,848.61
2015-08-23 00:00:00 SELL $439.07 3 $11,319.52 $1.32 4 $1,319.52 $-264.85
2015-10-14 00:00:00 SELL $265.80 1 $14,807.20 $0.27 0 $4,807.20 $0.00
2016-10-29 00:00:00 SELL $268.08 6 $14,370.23 $1.61 2 $4,370.23 $-28,552.35
2017-06-23 00:00:00 SELL $162.09 12 $15,751.96 $1.95 3 $5,751.96 $-23,824.27
2017-07-05 00:00:00 SELL $347.56 1 $15,090.82 $0.35 0 $5,090.82 $0.00
2017-10-28 00:00:00 SELL $441.30 9 $14,743.60 $3.97 1 $4,743.60 $-10,442.78
2017-11-03 00:00:00 SELL $228.74 7 $15,133.96 $1.60 1 $5,133.96 $-21,406.09
2018-06-16 00:00:00 SELL $122.78 8 $14,795.78 $0.98 12 $4,795.78 $-21,479.64
2018-06-17 00:00:00 SELL $289.09 1 $15,863.45 $0.29 0 $5,863.45 $0.00
2018-09-27 00:00:00 BUY $109.06 3 $11,723.94 $0.33 17 $1,723.94 $-48,325.03
2018-10-11 00:00:00 BUY $314.88 5 $8,496.80 $1.57 25 $-1,503.20 $-33,214.47
2018-12-24 00:00:00 SELL $438.42 1 $16,497.16 $0.44 0 $6,497.16 $0.00
2019-01-04 00:00:00 SELL $300.02 4 $16,059.18 $1.20 1 $6,059.18 $-33,374.57
2019-02-11 00:00:00 SELL $269.94 7 $16,707.53 $1.89 0 $6,707.53 $0.00
2019-04-21 00:00:00 SELL $278.68 1 $14,819.83 $0.28 7 $4,819.83 $-43,392.37
2019-07-06 00:00:00 BUY $470.00 11 $12,556.14 $5.17 11 $2,556.14 $-11,294.80
2019-07-31 00:00:00 BUY $239.53 2 $8,004.57 $0.48 39 $-1,995.43 $-44,401.06
2019-10-25 00:00:00 SELL $435.54 3 $15,668.52 $1.31 0 $5,668.52 $0.00
2020-01-06 00:00:00 BUY $496.85 4 $14,676.45 $1.99 4 $4,676.45 $-9,525.01
2020-02-11 00:00:00 SELL $190.42 10 $14,797.73 $1.90 7 $4,797.73 $-15,131.90
2021-01-22 00:00:00 SELL $291.72 11 $14,860.31 $3.21 5 $4,860.31 $-32,216.00
2021-06-02 00:00:00 SELL $419.51 7 $17,731.34 $2.94 0 $7,731.34 $0.00
2021-06-10 00:00:00 BUY $359.16 4 $13,044.59 $1.44 4 $3,044.59 $-27,651.87
2021-09-25 00:00:00 BUY $322.39 15 $11,866.78 $4.84 15 $1,866.78 $-40,507.25
2021-11-10 00:00:00 SELL $186.10 2 $15,167.61 $0.37 10 $5,167.61 $-21,092.02
2022-01-04 00:00:00 SELL $499.52 3 $14,541.66 $1.50 1 $4,541.66 $-30,025.63
2022-06-02 00:00:00 BUY $176.44 11 $8,484.11 $1.94 37 $-1,515.89 $-45,273.71
2022-12-05 00:00:00 SELL $125.34 8 $9,681.53 $1.00 16 $-318.47 $-3,667.35
2023-05-12 00:00:00 SELL $326.41 3 $13,534.38 $0.98 8 $3,534.38 $-19,023.58
2023-08-15 00:00:00 SELL $342.62 14 $12,796.40 $4.80 25 $2,796.40 $-45,656.42
2024-04-09 00:00:00 BUY $304.71 10 $10,072.79 $3.05 20 $72.79 $-31,945.30
2024-06-26 00:00:00 SELL $184.95 1 $11,906.34 $0.18 0 $1,906.34 $0.00
2024-09-17 00:00:00 SELL $364.09 24 $17,226.31 $8.74 1 $7,226.31 $-42,296.88
2024-09-17 00:00:00 SELL $162.18 12 $14,740.57 $1.95 13 $4,740.57 $-52,113.53
SUMMARY (70 total orders) $14,740.57 $119.30 - $48.08% -

VTEB

Best: Donchian Boyt ⏰ 1d
PSR
0.660
Sharpe Ratio
1.375
Total Orders
266
Net Profit
13.07%
Average Win
26.63%
Average Loss
-4.65%
Annual Return
13.07%
Max Drawdown
-20.45%
Win Rate
0.3%
Profit/Loss Ratio
3.09
Alpha
0.118
Beta
1.012
Sortino Ratio
1.192
Total Fees
$4,637.11
Strategy Capacity
$3,915,927
Portfolio Turnover
0.42%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Boyt 1d 2.459 5.2% -29.2% 0.7% 🏆 BEST
2 Improved Index Trend 1d 2.292 73.4% -19.3% 0.4%
3 Counter Punsh 1d 2.172 17.5% -17.3% 0.3%
4 Multi Layer Ema 1d 2.160 -3.3% -29.3% 0.4%
5 Weekly Breakout 1d 2.152 8.4% -7.1% 0.5%
6 Confident Trend 1d 2.066 -17.7% -15.9% 0.5%
7 Linear Regression Pca 1d 2.062 60.9% -12.2% 0.5%
8 Stan Weinstein 1d 1.993 51.1% -20.0% 0.6%
9 Adx 1d 1.974 -17.0% -19.6% 0.3%
10 Decision Tree 1d 1.969 5.6% -10.8% 0.6%
11 Markov 1d 1.963 4.6% -24.5% 0.5%
12 Rnn Linear Regression 1d 1.852 54.0% -5.8% 0.4%
13 Long Short Term Memory Neural Network 1d 1.850 30.6% -15.1% 0.6%
14 Crude Oil 1d 1.782 37.7% -18.4% 0.3%
15 Turtle Trading 1d 1.739 14.3% -22.4% 0.7%
16 Stable Mean Revert 1d 1.738 24.3% -21.3% 0.6%
17 Bullish Engulfing 1d 1.737 -19.7% -5.7% 0.5%
18 Wheel Strategy 1d 1.664 30.2% -18.0% 0.4%
19 Machine Learning Rsi 1d 1.533 25.5% -12.6% 0.3%
20 Rsi 1d 1.513 34.4% -17.6% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-09-22 00:00:00 SELL $494.47 1 $10,912.82 $0.49 7 $912.82 $-28,791.81
2021-10-15 00:00:00 BUY $208.51 5 $14,701.93 $1.04 56 $4,701.93 $-67,890.44
2021-10-17 00:00:00 BUY $202.55 185 $106,928.78 $37.47 197 $96,928.78 $-214,311.18
2021-11-30 00:00:00 BUY $54.58 714 $136,708.61 $38.97 792 $126,708.61 $-416,015.18
2021-12-14 00:00:00 SELL $332.22 6 $9,159.88 $1.99 2 $-840.12 $-55,375.59
2021-12-14 00:00:00 SELL $63.38 75 $324,714.07 $4.75 133 $314,714.07 $-546,252.23
2021-12-19 00:00:00 BUY $482.63 3 $4,063.90 $1.45 12 $-5,936.10 $-36,588.42
2022-02-01 00:00:00 BUY $203.65 27 $33,742.01 $5.50 29 $23,742.01 $-106,667.31
2022-02-08 00:00:00 BUY $260.05 11 $7,243.65 $2.86 13 $-2,756.35 $-46,515.21
2022-03-07 00:00:00 SELL $267.20 31 $422,689.68 $8.28 214 $412,689.68 $-1,610,047.19
2022-04-05 00:00:00 SELL $376.00 1 $7,619.27 $0.38 12 $-2,380.73 $-48,244.42
2022-04-07 00:00:00 BUY $478.77 79 $353,237.73 $37.82 108 $343,237.73 $-591,780.06
2022-04-17 00:00:00 SELL $82.41 165 $109,981.71 $13.60 194 $99,981.71 $-226,652.02
2022-04-28 00:00:00 BUY $58.27 170 $63,914.97 $9.91 252 $53,914.97 $-153,234.82
2022-06-08 00:00:00 SELL $243.35 4 $6,221.37 $0.97 4 $-3,778.63 $-42,854.43
2022-06-11 00:00:00 SELL $260.59 5 $9,237.79 $1.30 19 $-762.21 $-63,834.55
2022-07-23 00:00:00 SELL $369.12 5 $19,794.37 $1.85 0 $9,794.37 $0.00
2022-08-17 00:00:00 BUY $147.04 11 $8,103.08 $1.62 16 $-1,896.92 $-24,828.63
2022-10-19 00:00:00 SELL $415.51 9 $90,876.11 $3.74 11 $80,876.11 $-145,682.26
2022-11-11 00:00:00 SELL $106.32 6 $91,513.41 $0.64 5 $81,513.41 $-149,721.24
2022-11-23 00:00:00 SELL $175.24 4 $9,722.09 $0.70 5 $-277.91 $-26,305.00
2023-03-29 00:00:00 SELL $237.72 390 $437,245.48 $92.71 252 $427,245.48 $-1,062,071.71
2023-06-24 00:00:00 SELL $249.40 46 $155,153.95 $11.47 133 $145,153.95 $-353,715.19
2023-06-25 00:00:00 SELL $487.12 7 $10,704.26 $3.41 4 $704.26 $-55,951.76
2023-06-30 00:00:00 BUY $346.43 7 $6,692.00 $2.43 9 $-3,308.00 $-49,638.49
2023-09-12 00:00:00 BUY $123.73 51 $45,412.16 $6.31 112 $35,412.16 $-130,084.54
2023-11-01 00:00:00 SELL $130.12 47 $127,706.55 $6.12 141 $117,706.55 $-235,866.70
2023-12-03 00:00:00 BUY $247.44 163 $145,867.43 $40.33 172 $135,867.43 $-301,820.70
2023-12-09 00:00:00 BUY $262.07 2 $344,626.22 $0.52 642 $334,626.22 $-953,204.81
2024-02-21 00:00:00 SELL $495.19 2 $11,693.66 $0.99 2 $1,693.66 $-56,909.86
2024-02-23 00:00:00 SELL $216.26 12 $40,674.65 $2.60 15 $30,674.65 $-100,098.87
2024-02-29 00:00:00 SELL $195.26 3 $387,656.78 $0.59 39 $377,656.78 $-635,872.36
2024-03-10 00:00:00 BUY $456.50 39 $492,277.52 $17.80 47 $482,277.52 $-1,645,772.79
2024-04-04 00:00:00 SELL $443.59 3 $10,538.88 $1.33 2 $538.88 $-48,138.18
2024-05-13 00:00:00 SELL $79.39 8 $5,108.25 $0.64 13 $-4,891.75 $-44,823.10
2024-06-03 00:00:00 BUY $497.93 183 $346,033.61 $91.12 435 $336,033.61 $-905,379.40
2024-09-04 00:00:00 SELL $433.65 16 $14,566.62 $6.94 3 $4,566.62 $-10,969.50
2024-09-06 00:00:00 SELL $51.44 7 $502,546.42 $0.36 255 $492,546.42 $-888,528.01
2024-09-18 00:00:00 BUY $472.57 6 $6,650.43 $2.84 6 $-3,349.57 $-34,437.32
2024-10-05 00:00:00 SELL $59.15 16 $29,441.12 $0.95 4 $19,441.12 $-89,991.74
2024-10-18 00:00:00 SELL $209.43 2 $7,444.58 $0.42 3 $-2,555.42 $-39,479.88
2024-12-03 00:00:00 BUY $321.76 276 $274,596.76 $88.81 321 $264,596.76 $-451,396.79
2025-01-26 00:00:00 SELL $221.31 67 $295,867.95 $14.83 223 $285,867.95 $-732,840.59
2025-01-28 00:00:00 SELL $453.59 80 $188,457.96 $36.29 663 $178,457.96 $-197,481.35
2025-01-31 00:00:00 SELL $167.80 2 $13,479.82 $0.34 12 $3,479.82 $-17,592.59
2025-01-31 00:00:00 BUY $276.39 294 $345,150.89 $81.26 640 $335,150.89 $-863,304.45
2025-02-12 00:00:00 BUY $273.99 133 $146,369.02 $36.44 191 $136,369.02 $-334,553.37
2025-03-17 00:00:00 BUY $472.12 5 $8,549.85 $2.36 12 $-1,450.15 $-26,587.64
2025-05-01 00:00:00 BUY $99.34 13 $5,210.41 $1.29 15 $-4,789.59 $-42,337.73
2025-06-16 00:00:00 SELL $366.25 49 $211,668.36 $17.95 0 $201,668.36 $0.00
SUMMARY (252 total orders) $211,668.36 $4044.50 - $13.07% -

AGG

Best: Donchian Channels Breakout ⏰ 1d
PSR
0.936
Sharpe Ratio
0.975
Total Orders
121
Net Profit
47.05%
Average Win
18.06%
Average Loss
-5.57%
Annual Return
47.05%
Max Drawdown
-20.61%
Win Rate
0.4%
Profit/Loss Ratio
5.90
Alpha
-0.086
Beta
1.358
Sortino Ratio
0.202
Total Fees
$2,417.27
Strategy Capacity
$3,380,126
Portfolio Turnover
1.24%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Channels Breakout 1d 2.287 -0.5% -15.6% 0.6% 🏆 BEST
2 Pullback 1d 2.282 -10.8% -9.1% 0.6%
3 Bullish Engulfing 1d 2.250 76.2% -8.1% 0.7%
4 Bollinger Bands 1d 2.221 23.7% -6.9% 0.4%
5 Crude Oil 1d 2.155 27.9% -23.6% 0.7%
6 Multi Layer Ema 1d 1.976 35.6% -8.8% 0.3%
7 Confident Trend 1d 1.838 72.5% -16.5% 0.3%
8 Trend Risk Protection 1d 1.743 27.6% -7.1% 0.6%
9 Macd 1d 1.688 62.5% -12.5% 0.6%
10 Linear Regression 1d 1.660 2.8% -7.1% 0.5%
11 Improved Index Trend 1d 1.604 22.5% -28.6% 0.3%
12 Ride The Aggression 1d 1.538 -11.3% -23.5% 0.5%
13 Linear Regression Pca 1d 1.455 26.1% -18.3% 0.4%
14 Inside Day 1d 1.438 64.4% -22.6% 0.5%
15 Face The Train 1d 1.309 46.8% -24.3% 0.6%
16 Mfi 1d 1.249 19.9% -20.2% 0.5%
17 Turtle Trading 1d 1.228 -3.0% -25.9% 0.5%
18 Counter Punsh 1d 1.212 40.1% -9.7% 0.3%
19 Russell Rebalancing Strategy 1d 1.167 -17.3% -8.7% 0.7%
20 Adx 1d 1.133 4.9% -29.9% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2015-11-28 00:00:00 SELL $228.52 1 $10,539.32 $0.23 8 $539.32 $-61,063.40
2015-12-15 00:00:00 BUY $473.53 2 $4,131.90 $0.95 14 $-5,868.10 $-7,438.91
2016-03-23 00:00:00 SELL $493.37 1 $6,974.76 $0.49 0 $-3,025.24 $0.00
2016-04-12 00:00:00 SELL $449.54 7 $14,681.48 $3.15 14 $4,681.48 $-38,495.51
2016-07-18 00:00:00 BUY $71.30 8 $6,403.79 $0.57 8 $-3,596.21 $-20,293.15
2016-08-28 00:00:00 BUY $380.51 6 $6,610.87 $2.28 6 $-3,389.13 $-22,015.75
2016-09-07 00:00:00 SELL $287.13 3 $14,720.12 $0.86 1 $4,720.12 $-41,006.64
2016-12-10 00:00:00 SELL $283.15 14 $8,049.66 $3.96 5 $-1,950.34 $-22,883.10
2017-06-02 00:00:00 SELL $441.82 3 $8,758.09 $1.33 0 $-1,241.91 $0.00
2017-06-11 00:00:00 SELL $61.52 23 $13,825.18 $1.41 1 $3,825.18 $-54,599.11
2017-11-02 00:00:00 SELL $222.93 1 $13,075.58 $0.22 1 $3,075.58 $-67,052.29
2018-04-24 00:00:00 BUY $286.75 9 $10,311.03 $2.58 9 $311.03 $-57,730.12
2018-05-03 00:00:00 SELL $113.38 14 $14,131.78 $1.59 4 $4,131.78 $-30,503.78
2018-08-26 00:00:00 BUY $305.04 10 $9,266.36 $3.05 15 $-733.64 $-52,684.88
2018-12-25 00:00:00 SELL $202.98 5 $6,163.60 $1.01 0 $-3,836.40 $0.00
2019-02-06 00:00:00 SELL $311.21 2 $12,894.32 $0.62 0 $2,894.32 $0.00
2019-07-04 00:00:00 BUY $124.77 11 $4,089.57 $1.37 19 $-5,910.43 $-20,555.74
2019-07-18 00:00:00 SELL $493.98 3 $10,570.70 $1.48 0 $570.70 $0.00
2019-09-29 00:00:00 SELL $230.38 1 $8,896.24 $0.23 0 $-1,103.76 $0.00
2019-10-31 00:00:00 BUY $368.54 5 $8,155.46 $1.84 5 $-1,844.54 $1,842.69
2019-11-28 00:00:00 SELL $490.72 7 $13,736.72 $3.44 0 $3,736.72 $0.00
2020-04-25 00:00:00 SELL $257.06 16 $15,401.15 $4.11 2 $5,401.15 $-34,857.20
2020-05-06 00:00:00 BUY $198.93 3 $13,859.61 $0.60 4 $3,859.61 $-39,901.26
2020-06-07 00:00:00 SELL $119.00 7 $10,482.66 $0.83 4 $482.66 $-27,397.56
2020-07-16 00:00:00 SELL $467.86 2 $9,090.24 $0.94 3 $-909.76 $-439.13
2020-10-14 00:00:00 BUY $181.82 5 $7,924.05 $0.91 5 $-2,075.95 $-9,408.81
2020-12-28 00:00:00 BUY $85.66 36 $8,314.81 $3.08 37 $-1,685.19 $-24,704.19
2021-03-01 00:00:00 SELL $404.23 6 $6,481.88 $2.43 1 $-3,518.12 $-20,459.32
2021-05-26 00:00:00 SELL $104.91 3 $9,007.62 $0.31 0 $-992.38 $0.00
2021-08-27 00:00:00 BUY $430.99 4 $4,886.38 $1.72 6 $-5,113.62 $-15,162.45
2021-09-22 00:00:00 BUY $283.22 6 $9,274.74 $1.70 11 $-725.26 $-66,550.82
2021-11-15 00:00:00 BUY $124.79 5 $5,539.04 $0.62 5 $-4,460.96 $-16,132.34
2021-11-25 00:00:00 SELL $228.71 11 $11,779.66 $2.52 4 $1,779.66 $-59,395.99
2021-12-14 00:00:00 SELL $211.04 3 $8,928.35 $0.63 5 $-1,071.65 $-4,623.04
2022-01-13 00:00:00 BUY $126.28 12 $11,292.23 $1.52 18 $1,292.23 $-31,582.94
2022-02-14 00:00:00 BUY $293.53 2 $6,959.22 $0.59 6 $-3,040.78 $-24,820.68
2022-03-18 00:00:00 SELL $277.43 2 $11,036.97 $0.55 2 $1,036.97 $-27,318.68
2022-04-14 00:00:00 SELL $373.03 2 $17,559.57 $0.75 2 $7,559.57 $-48,771.84
2022-07-25 00:00:00 BUY $214.97 6 $12,445.60 $1.29 6 $2,445.60 $-70,075.76
2022-11-29 00:00:00 BUY $483.11 6 $12,809.10 $2.90 6 $2,809.10 $-28,058.67
2023-02-15 00:00:00 SELL $197.78 2 $8,472.23 $0.40 1 $-1,527.77 $-10,120.15
2023-04-28 00:00:00 SELL $470.18 2 $15,071.20 $0.94 2 $5,071.20 $-30,016.95
2023-08-05 00:00:00 SELL $446.29 5 $9,188.45 $2.23 1 $-811.55 $-26,722.66
2023-08-10 00:00:00 SELL $82.04 4 $14,285.25 $0.33 2 $4,285.25 $-36,649.53
2023-12-02 00:00:00 BUY $387.38 2 $12,915.38 $0.77 3 $2,915.38 $-61,729.44
2024-03-09 00:00:00 BUY $54.20 13 $8,483.10 $0.70 14 $-1,516.90 $-26,410.10
2024-03-18 00:00:00 SELL $389.53 3 $9,650.51 $1.17 11 $-349.49 $-23,588.75
2024-05-29 00:00:00 SELL $316.86 1 $15,036.67 $0.32 0 $5,036.67 $0.00
2024-10-10 00:00:00 SELL $362.22 1 $8,834.08 $0.36 0 $-1,165.92 $0.00
2025-04-15 00:00:00 SELL $122.67 2 $13,100.97 $0.25 0 $3,100.97 $0.00
SUMMARY (110 total orders) $13,100.97 $148.53 - $47.05% -

BND

Best: Mfi ⏰ 1d
PSR
0.557
Sharpe Ratio
1.904
Total Orders
342
Net Profit
31.26%
Average Win
29.26%
Average Loss
-6.07%
Annual Return
31.26%
Max Drawdown
-13.92%
Win Rate
0.5%
Profit/Loss Ratio
2.06
Alpha
0.033
Beta
0.587
Sortino Ratio
0.322
Total Fees
$1,816.69
Strategy Capacity
$3,928,140
Portfolio Turnover
0.64%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Mfi 1d 2.413 7.9% -6.8% 0.4% 🏆 BEST
2 Macd 1d 2.400 7.5% -23.1% 0.4%
3 Improved Index Trend 1d 2.400 47.3% -19.7% 0.3%
4 Neural Networks Recurrent Neural 1d 2.353 13.5% -13.8% 0.5%
5 Stable Mean Revert 1d 2.264 33.5% -15.3% 0.6%
6 Multi Layer Ema 1d 2.181 55.8% -19.3% 0.4%
7 Markov 1d 2.066 42.2% -23.1% 0.4%
8 Rnn Linear Regression 1d 2.051 -15.0% -18.1% 0.3%
9 Svm Rnn 1d 2.030 1.4% -14.2% 0.7%
10 Crude Oil 1d 2.014 73.8% -5.8% 0.4%
11 Donchian Channels Breakout 1d 1.984 62.5% -12.7% 0.6%
12 Donchian Boyt 1d 1.936 52.3% -10.4% 0.6%
13 Stan Weinstein 1d 1.863 -11.8% -20.1% 0.3%
14 Decision Tree 2 1d 1.797 17.1% -20.8% 0.4%
15 Inside Day 1d 1.797 79.7% -18.9% 0.7%
16 Decision Tree 3 1d 1.723 57.3% -27.1% 0.3%
17 Decision Tree 1d 1.660 -10.6% -10.5% 0.4%
18 Linear Regression Pca 1d 1.554 63.1% -29.3% 0.5%
19 Long Short Term Memory Neural Network 1d 1.465 15.1% -28.3% 0.3%
20 Counter Punsh 1d 1.224 42.1% -13.4% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-06-14 00:00:00 SELL $331.19 2,454 $3,418,750.52 $812.75 853 $3,408,750.52 $-4,426,776.00
2022-06-22 00:00:00 SELL $219.43 7,197 $1,786,801.70 $1579.27 432 $1,776,801.70 $-2,534,810.73
2022-08-01 00:00:00 BUY $51.01 56 $9,175.93 $2.86 66 $-824.07 $-13,172.53
2022-08-30 00:00:00 BUY $483.58 209 $2,545,379.36 $101.07 17,580 $2,535,379.36 $-12,323,522.60
2022-09-26 00:00:00 SELL $299.28 14 $5,424,027.00 $4.19 58 $5,414,027.00 $-8,296,864.51
2022-09-30 00:00:00 SELL $352.13 88 $186,447.72 $30.99 6 $176,447.72 $-304,123.73
2022-10-09 00:00:00 SELL $363.17 13 $536,014.99 $4.72 142 $526,014.99 $-909,410.75
2022-11-15 00:00:00 SELL $435.00 1 $248,837.87 $0.43 7 $238,837.87 $-731,183.35
2022-12-19 00:00:00 SELL $395.91 1 $13,815.93 $0.40 0 $3,815.93 $0.00
2023-02-16 00:00:00 BUY $241.04 300 $241,835.63 $72.31 391 $231,835.63 $-499,348.46
2023-03-11 00:00:00 BUY $397.12 14 $68,565.15 $5.56 88 $58,565.15 $-176,579.33
2023-03-16 00:00:00 SELL $248.33 133 $8,519,807.27 $33.03 232 $8,509,807.27 $-12,960,009.23
2023-04-12 00:00:00 SELL $94.36 7 $87,382.24 $0.66 14 $77,382.24 $-150,213.58
2023-06-02 00:00:00 SELL $51.26 108 $236,145.51 $5.54 39 $226,145.51 $-732,229.17
2023-09-19 00:00:00 SELL $411.07 3 $10,414.53 $1.23 1 $414.53 $-588.95
2023-09-19 00:00:00 SELL $172.97 113 $218,258.66 $19.55 391 $208,258.66 $-496,829.49
2023-09-29 00:00:00 SELL $183.43 1 $860,581.92 $0.18 3 $850,581.92 $-1,766,757.81
2023-10-21 00:00:00 BUY $239.34 3,921 $4,224,826.15 $938.45 10,703 $4,214,826.15 $-18,947,223.88
2023-10-29 00:00:00 SELL $464.82 2 $104,766.75 $0.93 2 $94,766.75 $-178,382.83
2023-11-10 00:00:00 BUY $173.49 15 $8,590.60 $2.60 15 $-1,409.40 $-9,235.97
2023-11-16 00:00:00 SELL $451.79 31 $764,985.57 $14.01 24 $754,985.57 $-1,385,271.79
2023-12-07 00:00:00 BUY $65.53 408 $238,823.82 $26.73 1,072 $228,823.82 $-864,000.60
2023-12-27 00:00:00 BUY $479.02 96 $463,242.64 $45.99 1,128 $453,242.64 $-504,367.45
2024-01-11 00:00:00 SELL $256.97 2 $242,897.37 $0.51 2 $232,897.37 $-793,634.84
2024-01-24 00:00:00 BUY $406.33 2 $310,601.99 $0.81 3 $300,601.99 $-887,237.93
2024-02-14 00:00:00 SELL $323.82 69 $51,628.37 $22.34 6 $41,628.37 $-65,602.16
2024-02-15 00:00:00 SELL $454.98 14 $66,633.54 $6.37 85 $56,633.54 $-108,152.65
2024-02-17 00:00:00 BUY $313.40 8 $8,295.77 $2.51 8 $-1,704.23 $-5,892.75
2024-03-14 00:00:00 SELL $412.24 220 $817,011.06 $90.69 66 $807,011.06 $-1,558,145.42
2024-03-25 00:00:00 SELL $240.86 4 $104,612.11 $0.96 5 $94,612.11 $-179,429.16
2024-04-24 00:00:00 SELL $118.65 15 $208,457.90 $1.78 72 $198,457.90 $-386,222.88
2024-06-03 00:00:00 BUY $53.85 3,062 $685,971.79 $164.90 3,074 $675,971.79 $-1,822,791.52
2024-06-28 00:00:00 SELL $118.11 1 $105,053.51 $0.12 0 $95,053.51 $0.00
2024-07-03 00:00:00 BUY $240.42 59 $69,736.33 $14.18 102 $59,736.33 $-133,014.59
2024-07-07 00:00:00 SELL $238.09 57 $179,564.43 $13.57 212 $169,564.43 $-821,302.42
2024-07-25 00:00:00 BUY $467.32 82 $822,991.53 $38.32 82 $812,991.53 $-1,728,987.80
2024-08-27 00:00:00 SELL $444.09 394 $10,153,845.96 $174.97 62 $10,143,845.96 $-28,926,190.87
2024-09-13 00:00:00 BUY $268.19 3,400 $4,049,180.56 $911.83 10,665 $4,039,180.56 $-3,340,657.46
2024-09-20 00:00:00 BUY $166.67 6 $8,999.00 $1.00 6 $-1,001.00 $1,000.00
2024-09-27 00:00:00 SELL $132.07 2 $9,756.43 $0.26 3 $-243.57 $-8,003.75
2024-11-11 00:00:00 BUY $288.60 52 $68,583.52 $15.01 119 $58,583.52 $-55,541.27
2024-11-11 00:00:00 SELL $301.66 17 $851,032.05 $5.13 12 $841,032.05 $-1,984,713.17
2024-11-25 00:00:00 SELL $417.01 626 $5,145,756.58 $261.05 6,996 $5,135,756.58 $-18,591,487.21
2024-12-18 00:00:00 BUY $133.44 125 $162,868.28 $16.68 337 $152,868.28 $-826,809.06
2024-12-20 00:00:00 SELL $472.52 287 $292,270.95 $135.61 218 $282,270.95 $-347,369.72
2025-05-09 00:00:00 SELL $456.91 36 $726,409.89 $16.45 286 $716,409.89 $-1,454,675.62
2025-05-19 00:00:00 SELL $249.50 10,624 $5,193,450.27 $2650.72 6,956 $5,183,450.27 $-19,190,339.97
2025-05-24 00:00:00 SELL $265.15 61 $198,733.07 $16.17 504 $188,733.07 $-430,822.19
2025-06-22 00:00:00 SELL $313.21 102 $5,380,686.43 $31.95 205 $5,370,686.43 $-8,250,014.08
2025-07-06 00:00:00 SELL $361.31 2 $10,178.60 $0.72 3 $178.60 $-6,200.68
SUMMARY (329 total orders) $10,178.60 $68129.53 - $31.26% -

VGIT

Best: Pullback ⏰ 1d
PSR
0.629
Sharpe Ratio
1.985
Total Orders
274
Net Profit
27.90%
Average Win
30.37%
Average Loss
-4.23%
Annual Return
27.90%
Max Drawdown
-23.63%
Win Rate
0.3%
Profit/Loss Ratio
2.83
Alpha
0.100
Beta
1.761
Sortino Ratio
1.213
Total Fees
$751.87
Strategy Capacity
$3,961,385
Portfolio Turnover
1.50%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Pullback 1d 2.486 15.8% -28.8% 0.7% 🏆 BEST
2 Linear Regression 1d 2.480 48.1% -6.7% 0.3%
3 Multi Layer Ema 1d 2.441 47.2% -21.1% 0.4%
4 Wheel Strategy 1d 2.420 14.7% -5.0% 0.5%
5 Rnn Linear Regression 1d 2.359 3.2% -26.6% 0.4%
6 Counter Punsh 1d 2.338 67.7% -27.2% 0.7%
7 Face The Train 1d 2.332 5.9% -9.3% 0.5%
8 Neural Networks Recurrent Neural 1d 2.326 1.8% -23.2% 0.3%
9 Stable Mean Revert 1d 2.318 58.4% -7.4% 0.5%
10 Ais Micro Test Diversity Gap 1d 2.170 -19.0% -5.7% 0.5%
11 Long Short Term Memory Neural Network 1d 2.117 -2.8% -24.0% 0.7%
12 Decision Tree 3 1d 2.097 39.5% -17.0% 0.6%
13 Bullish Engulfing 1d 2.072 45.4% -17.0% 0.5%
14 Machine Learning Rsi 1d 2.052 14.5% -15.9% 0.4%
15 Support Vector Machines 1d 1.827 64.2% -14.2% 0.5%
16 Weekly Breakout 1d 1.814 30.7% -12.3% 0.6%
17 Donchian Boyt 1d 1.771 27.7% -25.9% 0.6%
18 Bollinger Bands 1d 1.770 31.1% -25.4% 0.6%
19 Decision Tree 1d 1.580 -4.5% -8.1% 0.5%
20 Larry Williams 1d 1.539 32.5% -7.5% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-12-08 00:00:00 BUY $421.85 10 $21,471.75 $4.22 19 $11,471.75 $-35,105.33
2021-01-15 00:00:00 SELL $150.07 305 $661,756.81 $45.77 197 $651,756.81 $-1,502,087.02
2021-01-26 00:00:00 SELL $256.60 72 $713,940.80 $18.48 7 $703,940.80 $-1,432,042.58
2021-03-16 00:00:00 SELL $178.68 6 $769,027.09 $1.07 2 $759,027.09 $-1,298,028.70
2021-06-04 00:00:00 SELL $99.02 70 $92,101.40 $6.93 49 $82,101.40 $-321,104.12
2021-06-12 00:00:00 SELL $108.38 1 $109,829.09 $0.11 0 $99,829.09 $0.00
2021-08-29 00:00:00 SELL $436.51 2 $7,332.85 $0.87 0 $-2,667.15 $0.00
2021-11-06 00:00:00 SELL $406.88 13 $66,720.72 $5.29 47 $56,720.72 $-143,320.28
2021-12-14 00:00:00 SELL $204.26 2 $564,798.30 $0.41 6 $554,798.30 $-969,698.69
2022-03-14 00:00:00 BUY $336.21 67 $108,088.61 $22.53 69 $98,088.61 $-212,075.91
2022-05-23 00:00:00 SELL $340.26 1 $66,030.97 $0.34 0 $56,030.97 $0.00
2022-07-26 00:00:00 BUY $53.55 23 $6,863.40 $1.23 23 $-3,136.60 $-27,092.03
2022-08-08 00:00:00 BUY $76.16 271 $92,079.35 $20.64 291 $82,079.35 $-316,394.55
2022-08-27 00:00:00 SELL $399.74 19 $29,059.17 $7.60 0 $19,059.17 $0.00
2022-09-09 00:00:00 BUY $50.31 1,198 $156,102.93 $60.28 1,198 $146,102.93 $-298,919.35
2022-09-21 00:00:00 SELL $457.14 78 $489,721.64 $35.66 71 $479,721.64 $-814,273.23
2022-12-17 00:00:00 SELL $460.31 4 $90,496.75 $1.84 59 $80,496.75 $-302,238.55
2022-12-19 00:00:00 SELL $271.26 34 $130,543.39 $9.22 3 $120,543.39 $-234,460.90
2023-02-10 00:00:00 SELL $266.32 15 $44,783.55 $3.99 103 $34,783.55 $-121,881.24
2023-02-17 00:00:00 SELL $242.86 5 $6,873.22 $1.21 2 $-3,126.78 $-15,793.99
2023-03-06 00:00:00 SELL $105.03 68 $448,020.47 $7.14 9 $438,020.47 $-615,126.13
2023-03-20 00:00:00 SELL $332.51 1 $7,137.01 $0.33 0 $-2,862.99 $0.00
2023-05-29 00:00:00 SELL $232.97 567 $502,949.63 $132.10 590 $492,949.63 $-1,160,931.97
2023-05-31 00:00:00 SELL $161.27 1 $51,859.51 $0.16 0 $41,859.51 $0.00
2023-06-13 00:00:00 SELL $232.30 26 $25,906.68 $6.04 2 $15,906.68 $-36,540.48
2023-06-14 00:00:00 SELL $445.91 22 $25,332.64 $9.81 65 $15,332.64 $-41,311.89
2023-07-10 00:00:00 SELL $105.56 1 $8,043.99 $0.11 1 $-1,956.01 $-28,218.05
2023-07-30 00:00:00 BUY $227.12 105 $80,602.00 $23.85 139 $70,602.00 $-270,539.04
2023-07-31 00:00:00 SELL $429.60 3 $7,227.74 $1.29 0 $-2,772.26 $0.00
2023-08-19 00:00:00 SELL $94.17 1 $130,637.47 $0.09 2 $120,637.47 $-235,086.33
2023-09-10 00:00:00 BUY $288.32 45 $95,101.42 $12.97 114 $85,101.42 $-224,932.73
2023-10-08 00:00:00 SELL $143.46 57 $113,150.23 $8.18 1 $103,150.23 $-278,192.56
2023-10-23 00:00:00 BUY $294.49 17 $40,899.35 $5.01 52 $30,899.35 $-93,528.49
2024-03-06 00:00:00 BUY $190.63 12 $24,357.99 $2.29 12 $14,357.99 $-34,717.57
2024-03-21 00:00:00 SELL $339.28 42 $57,982.81 $14.25 75 $47,982.81 $-53,346.94
2024-07-09 00:00:00 SELL $151.55 1 $6,538.20 $0.15 2 $-3,461.80 $-10,942.75
2024-07-12 00:00:00 BUY $364.55 10 $118,083.45 $3.65 50 $108,083.45 $-213,401.48
2024-08-09 00:00:00 BUY $171.02 49 $49,515.85 $8.38 90 $39,515.85 $-113,624.42
2024-09-13 00:00:00 SELL $104.57 25 $559,069.04 $2.61 28 $549,069.04 $-967,996.27
2024-10-17 00:00:00 SELL $192.80 1 $112,550.02 $0.19 0 $102,550.02 $0.00
2024-10-26 00:00:00 SELL $269.80 1 $5,207.74 $0.27 0 $-4,792.26 $0.00
2024-11-19 00:00:00 SELL $370.82 1 $26,277.13 $0.37 1 $16,277.13 $-36,634.26
2024-12-09 00:00:00 BUY $73.53 228 $489,998.02 $16.76 234 $479,998.02 $-829,524.70
2024-12-16 00:00:00 SELL $94.05 3 $5,186.04 $0.28 0 $-4,813.96 $0.00
2024-12-30 00:00:00 SELL $114.35 3 $4,904.16 $0.34 3 $-5,095.84 $-23,174.96
2025-01-19 00:00:00 SELL $249.97 13 $121,329.85 $3.25 37 $111,329.85 $-226,025.67
2025-02-03 00:00:00 SELL $365.58 18 $506,048.82 $6.58 8 $496,048.82 $-843,805.41
2025-03-26 00:00:00 SELL $391.28 4 $116,395.77 $1.57 1 $106,395.77 $-333,778.90
2025-04-28 00:00:00 SELL $238.86 13 $6,375.13 $3.11 3 $-3,624.87 $-25,842.81
2025-07-11 00:00:00 SELL $478.20 13 $13,073.84 $6.22 10 $3,073.84 $-24,773.22
SUMMARY (251 total orders) $13,073.84 $4218.56 - $27.90% -

VCIT

Best: Decision Tree 3 ⏰ 1d
PSR
0.916
Sharpe Ratio
1.464
Total Orders
411
Net Profit
23.30%
Average Win
31.40%
Average Loss
-3.17%
Annual Return
23.30%
Max Drawdown
-23.62%
Win Rate
0.2%
Profit/Loss Ratio
7.42
Alpha
0.140
Beta
1.086
Sortino Ratio
1.451
Total Fees
$2,316.06
Strategy Capacity
$4,752,196
Portfolio Turnover
1.63%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.480 24.7% -21.6% 0.4% 🏆 BEST
2 Turtle Trading 1d 2.459 14.0% -19.5% 0.3%
3 Confident Trend 1d 2.446 50.5% -27.0% 0.3%
4 Donchian Channels Breakout 1d 2.260 28.8% -11.0% 0.3%
5 Rnn Linear Regression 1d 2.115 53.3% -11.2% 0.5%
6 Trend Risk Protection 1d 2.037 55.7% -14.7% 0.3%
7 Neural Networks Recurrent Neural 1d 1.930 49.7% -6.2% 0.6%
8 Decision Tree 2 1d 1.907 11.9% -17.1% 0.7%
9 Ride The Aggression 1d 1.823 38.4% -9.4% 0.3%
10 Markov 1d 1.804 -0.2% -22.7% 0.3%
11 Face The Train 1d 1.776 58.5% -26.5% 0.4%
12 Multi Layer Ema 1d 1.715 18.1% -22.0% 0.5%
13 Lazy Trend Follower 1d 1.673 51.7% -6.4% 0.6%
14 Bitcoin 1d 1.625 -6.9% -19.2% 0.3%
15 Counter Punsh 1d 1.600 38.4% -9.0% 0.7%
16 Russell Rebalancing Strategy 1d 1.567 -5.7% -25.0% 0.3%
17 Decision Tree 1d 1.511 18.2% -16.5% 0.5%
18 Weekly Breakout 1d 1.450 51.2% -20.7% 0.5%
19 Donchian Boyt 1d 1.437 30.4% -24.8% 0.3%
20 Rsi 1d 1.400 2.9% -29.5% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-03-20 00:00:00 SELL $498.75 38 $711,579.89 $18.95 135 $701,579.89 $-746,014.47
2023-03-22 00:00:00 BUY $336.77 920 $1,524,765.07 $309.83 8,525 $1,514,765.07 $-9,238,931.42
2023-04-20 00:00:00 BUY $159.93 3,202 $1,834,905.85 $512.09 7,605 $1,824,905.85 $-10,381,565.15
2023-05-25 00:00:00 BUY $333.30 2 $7,913.94 $0.67 7 $-2,086.06 $-13,993.12
2023-07-06 00:00:00 SELL $132.75 3,132 $4,242,410.36 $415.76 1,828 $4,232,410.36 $-14,375,918.90
2023-07-19 00:00:00 BUY $354.71 2 $9,267.47 $0.71 2 $-732.53 $280.97
2023-08-12 00:00:00 BUY $258.92 6 $7,900.33 $1.55 6 $-2,099.67 $415.66
2023-08-13 00:00:00 SELL $85.62 36 $19,623.58 $3.08 3 $9,623.58 $-104,180.03
2023-08-13 00:00:00 SELL $185.12 7 $2,183,610.42 $1.30 3 $2,173,610.42 $-2,346,378.01
2023-08-13 00:00:00 SELL $454.41 1,588 $5,968,181.72 $721.60 1,206 $5,958,181.72 $-17,665,850.56
2023-08-14 00:00:00 BUY $156.30 14 $5,709.89 $2.19 20 $-4,290.11 $434.69
2023-08-28 00:00:00 BUY $61.00 97 $14,168.79 $5.92 98 $4,168.79 $-98,459.09
2023-09-21 00:00:00 SELL $342.96 4,848 $6,324,569.36 $1662.66 1,899 $6,314,569.36 $-20,761,948.06
2023-10-14 00:00:00 SELL $172.52 938 $2,159,536.89 $161.82 1,660 $2,149,536.89 $-9,118,052.86
2023-11-10 00:00:00 SELL $472.38 2 $6,954.50 $0.94 15 $-3,045.50 $-17,149.50
2023-11-24 00:00:00 BUY $163.58 9 $20,964.99 $1.47 9 $10,964.99 $-60,582.46
2024-01-02 00:00:00 SELL $138.56 6,717 $2,454,567.95 $930.73 1,808 $2,444,567.95 $-12,169,224.20
2024-01-15 00:00:00 BUY $473.04 21 $67,407.06 $9.93 29 $57,407.06 $-208,902.09
2024-02-08 00:00:00 BUY $92.25 1,042 $735,112.30 $96.12 1,391 $725,112.30 $-1,025,124.48
2024-02-11 00:00:00 SELL $104.85 112 $131,896.75 $11.74 21 $121,896.75 $-403,345.29
2024-02-15 00:00:00 SELL $298.01 442 $1,852,091.74 $131.72 2,939 $1,842,091.74 $-8,289,903.68
2024-02-25 00:00:00 SELL $190.86 23 $14,016.95 $4.39 2 $4,016.95 $-34,696.99
2024-03-25 00:00:00 BUY $238.93 2,863 $2,789,574.12 $684.06 3,372 $2,779,574.12 $-9,666,475.04
2024-04-07 00:00:00 SELL $330.63 625 $3,374,130.26 $206.64 1,854 $3,364,130.26 $-9,859,159.35
2024-04-20 00:00:00 SELL $252.66 1 $27,686.33 $0.25 8 $17,686.33 $-124,656.83
2024-05-20 00:00:00 SELL $97.85 1,178 $5,479,416.34 $115.26 1,672 $5,469,416.34 $-18,653,582.50
2024-06-24 00:00:00 SELL $71.48 210 $2,762,812.59 $15.01 85 $2,752,812.59 $-6,948,528.70
2024-07-04 00:00:00 SELL $320.05 2 $9,322.50 $0.64 6 $-677.50 $-24,902.93
2024-07-09 00:00:00 SELL $214.40 23 $74,218.07 $4.93 2 $64,218.07 $-232,125.39
2024-07-31 00:00:00 BUY $98.16 6 $7,306.58 $0.59 14 $-2,693.42 $-24,859.99
2024-07-31 00:00:00 SELL $151.05 149 $2,182,315.86 $22.51 10 $2,172,315.86 $-2,345,422.89
2024-09-07 00:00:00 SELL $63.93 2 $20,871.24 $0.13 2 $10,871.24 $-71,829.79
2024-09-12 00:00:00 BUY $60.26 3,408 $1,080,783.85 $205.35 3,624 $1,070,783.85 $-1,239,710.12
2024-09-14 00:00:00 SELL $406.89 1 $9,977.60 $0.41 0 $-22.40 $0.00
2024-09-15 00:00:00 SELL $381.37 14 $41,775.95 $5.34 28 $31,775.95 $-140,296.09
2024-09-24 00:00:00 SELL $361.48 5 $19,789.45 $1.81 33 $9,789.45 $-42,228.98
2024-09-27 00:00:00 SELL $322.85 3 $190,462.16 $0.97 2 $180,462.16 $-480,079.07
2024-09-28 00:00:00 SELL $85.13 23 $23,077.64 $1.96 0 $13,077.64 $0.00
2024-09-28 00:00:00 SELL $148.98 9 $79,642.84 $1.34 4 $69,642.84 $-285,432.33
2024-10-10 00:00:00 BUY $225.65 4,053 $4,563,943.36 $914.56 5,725 $4,553,943.36 $-17,525,335.44
2024-10-30 00:00:00 SELL $389.80 4 $10,128.51 $1.56 0 $128.51 $0.00
2024-11-24 00:00:00 BUY $343.55 22 $34,721.11 $7.56 22 $24,721.11 $-154,719.69
2025-02-18 00:00:00 SELL $402.01 187 $6,246,486.34 $75.18 1,474 $6,236,486.34 $-19,139,172.05
2025-02-25 00:00:00 BUY $193.32 1 $39,526.22 $0.19 230 $29,526.22 $-284,754.28
2025-03-10 00:00:00 SELL $496.15 2 $134,577.00 $0.99 0 $124,577.00 $0.00
2025-03-19 00:00:00 BUY $135.01 563 $505,770.88 $76.01 585 $495,770.88 $-658,356.33
2025-04-26 00:00:00 SELL $346.05 2 $14,567.54 $0.69 1 $4,567.54 $-35,087.10
2025-05-19 00:00:00 SELL $470.58 123 $4,884,921.00 $57.88 452 $4,874,921.00 $-13,233,805.68
2025-06-21 00:00:00 SELL $120.81 178 $566,156.30 $21.50 151 $556,156.30 $-719,092.57
2025-06-30 00:00:00 SELL $441.76 4 $30,884.83 $1.77 0 $20,884.83 $0.00
SUMMARY (395 total orders) $30,884.83 $52091.75 - $23.30% -

GOVT

Best: Neural Networks Recurrent Neural ⏰ 1d
PSR
0.938
Sharpe Ratio
1.725
Total Orders
284
Net Profit
34.02%
Average Win
31.07%
Average Loss
-2.91%
Annual Return
34.02%
Max Drawdown
-21.00%
Win Rate
0.6%
Profit/Loss Ratio
3.92
Alpha
0.021
Beta
0.608
Sortino Ratio
1.351
Total Fees
$3,752.44
Strategy Capacity
$1,148,776
Portfolio Turnover
1.73%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Neural Networks Recurrent Neural 1d 2.499 2.4% -25.3% 0.6% 🏆 BEST
2 Ais Micro Test Diversity Gap 1d 2.495 14.1% -7.0% 0.6%
3 Decision Tree 3 1d 2.485 42.4% -28.3% 0.5%
4 Rnn Linear Regression 1d 2.471 41.8% -29.6% 0.5%
5 Inside Day 1d 2.439 33.7% -24.8% 0.7%
6 Decision Tree 2 1d 2.422 2.2% -5.3% 0.4%
7 Stable Mean Revert 1d 2.399 69.8% -24.0% 0.6%
8 Mfi 1d 2.357 42.0% -19.4% 0.5%
9 Wheel Strategy 1d 2.326 3.8% -6.0% 0.6%
10 Crude Oil 1d 2.203 54.6% -28.0% 0.4%
11 Long Short Term Memory Neural Network 1d 2.190 72.5% -26.3% 0.4%
12 Lazy Trend Follower 1d 1.973 1.8% -25.8% 0.5%
13 Ride The Aggression 1d 1.969 29.2% -22.6% 0.5%
14 Linear Regression Pca 1d 1.837 -7.1% -13.7% 0.5%
15 Multi Layer Ema 1d 1.787 23.8% -20.4% 0.6%
16 Bollinger Bands 1d 1.696 60.3% -13.3% 0.3%
17 Larry Williams 1d 1.670 54.3% -10.7% 0.3%
18 Improved Index Trend 1d 1.636 67.8% -28.1% 0.5%
19 Donchian Boyt 1d 1.625 38.1% -21.5% 0.5%
20 Trend Risk Protection 1d 1.601 72.6% -26.8% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-11-15 00:00:00 SELL $185.70 181 $278,673.56 $33.61 161 $268,673.56 $-847,420.62
2021-11-26 00:00:00 BUY $201.28 1 $7,189.78 $0.20 64 $-2,810.22 $-21,892.09
2021-12-06 00:00:00 SELL $452.86 50 $218,574.23 $22.64 102 $208,574.23 $-377,068.90
2021-12-17 00:00:00 BUY $451.32 3 $15,248.40 $1.35 3 $5,248.40 $-33,621.17
2021-12-29 00:00:00 BUY $66.31 515 $127,539.98 $34.15 516 $117,539.98 $-247,041.32
2022-01-13 00:00:00 SELL $123.73 1 $84,516.21 $0.12 5 $74,516.21 $-98,413.71
2022-02-05 00:00:00 SELL $194.42 3 $136,131.82 $0.58 14 $126,131.82 $-243,427.56
2022-02-08 00:00:00 BUY $428.22 156 $341,841.95 $66.80 461 $331,841.95 $-1,063,571.38
2022-03-10 00:00:00 SELL $201.68 5 $16,236.30 $1.01 2 $6,236.30 $-56,925.60
2022-04-12 00:00:00 SELL $219.14 15 $13,040.96 $3.29 1 $3,040.96 $-12,535.88
2022-04-27 00:00:00 SELL $483.28 4 $18,186.05 $1.93 0 $8,186.05 $0.00
2022-05-03 00:00:00 SELL $73.25 202 $72,210.51 $14.80 192 $62,210.51 $-228,897.62
2022-05-13 00:00:00 SELL $109.55 4 $12,291.44 $0.44 8 $2,291.44 $-50,857.83
2022-07-25 00:00:00 SELL $191.67 48 $196,118.85 $9.20 137 $186,118.85 $-673,645.63
2022-08-17 00:00:00 BUY $99.00 394 $131,586.34 $39.01 507 $121,586.34 $-476,838.05
2022-11-27 00:00:00 BUY $187.49 17 $135,549.13 $3.19 17 $125,549.13 $-239,774.77
2023-01-17 00:00:00 SELL $239.26 1 $13,988.59 $0.24 9 $3,988.59 $-4,379.69
2023-01-26 00:00:00 SELL $192.89 12 $16,603.71 $2.31 0 $6,603.71 $0.00
2023-02-23 00:00:00 SELL $484.84 13 $146,371.06 $6.30 186 $136,371.06 $-716,409.84
2023-02-26 00:00:00 SELL $267.68 1 $87,801.03 $0.27 10 $77,801.03 $-107,981.64
2023-02-28 00:00:00 SELL $242.33 1 $111,581.07 $0.24 1 $101,581.07 $-159,917.40
2023-03-07 00:00:00 BUY $191.37 264 $209,370.77 $50.52 340 $199,370.77 $-250,343.04
2023-03-20 00:00:00 BUY $125.23 29 $8,733.80 $3.63 36 $-1,266.20 $-47,226.01
2023-04-01 00:00:00 SELL $420.98 125 $184,155.91 $52.62 382 $174,155.91 $-405,224.14
2023-04-28 00:00:00 SELL $226.23 8 $12,609.53 $1.81 13 $2,609.53 $-3,592.03
2023-04-30 00:00:00 BUY $93.19 540 $282,620.65 $50.32 540 $272,620.65 $-1,371,234.08
2023-05-19 00:00:00 BUY $439.57 236 $393,532.84 $103.74 744 $383,532.84 $-1,464,789.76
2023-06-06 00:00:00 SELL $413.35 4 $16,254.87 $1.65 4 $6,254.87 $-57,307.08
2023-06-29 00:00:00 SELL $301.97 14 $345,235.21 $4.23 2 $335,235.21 $-1,390,385.30
2023-08-12 00:00:00 BUY $249.58 3 $13,381.46 $0.75 3 $3,381.46 $-46,421.53
2023-10-10 00:00:00 SELL $417.44 12 $111,225.09 $5.01 3 $101,225.09 $-158,907.42
2023-10-27 00:00:00 BUY $326.14 4 $13,972.52 $1.30 6 $3,972.52 $-15,239.27
2023-11-12 00:00:00 BUY $441.01 130 $173,326.11 $57.33 379 $163,326.11 $-198,786.59
2023-12-08 00:00:00 BUY $189.73 1 $18,189.46 $0.19 79 $8,189.46 $-61,177.99
2024-01-31 00:00:00 SELL $451.89 1 $107,799.91 $0.45 4 $97,799.91 $-168,682.08
2024-02-29 00:00:00 SELL $387.05 45 $103,753.17 $17.42 7 $93,753.17 $-136,605.64
2024-03-24 00:00:00 SELL $151.38 90 $437,458.46 $13.62 82 $427,458.46 $-1,100,289.71
2024-04-09 00:00:00 SELL $453.97 7 $161,724.16 $3.18 1 $151,724.16 $-280,803.69
2024-06-28 00:00:00 SELL $62.10 4 $13,518.80 $0.25 32 $3,518.80 $-61,883.62
2024-10-05 00:00:00 SELL $391.53 60 $72,885.71 $23.49 7 $62,885.71 $-80,117.42
2024-10-20 00:00:00 SELL $280.14 1 $332,993.33 $0.28 0 $322,993.33 $0.00
2024-10-31 00:00:00 BUY $221.00 286 $278,574.15 $63.20 747 $268,574.15 $-1,162,699.92
2024-11-03 00:00:00 SELL $99.78 227 $195,954.03 $22.65 152 $185,954.03 $-408,093.39
2024-11-05 00:00:00 SELL $231.49 3 $15,749.78 $0.69 0 $5,749.78 $0.00
2024-11-17 00:00:00 BUY $176.44 13 $7,540.23 $2.29 16 $-2,459.77 $1,397.03
2025-02-19 00:00:00 SELL $496.90 72 $53,930.59 $35.78 7 $43,930.59 $-72,878.17
2025-04-30 00:00:00 BUY $127.68 191 $86,841.09 $24.39 297 $76,841.09 $-151,269.44
2025-05-20 00:00:00 SELL $98.44 68 $341,184.75 $6.69 37 $331,184.75 $-906,480.27
2025-06-07 00:00:00 SELL $346.32 1 $12,742.39 $0.35 1 $2,742.39 $-4,247.70
2025-07-22 00:00:00 SELL $390.60 2 $138,739.72 $0.78 0 $128,739.72 $0.00
SUMMARY (266 total orders) $138,739.72 $4202.14 - $34.02% -

SCHO

Best: Stable Mean Revert ⏰ 1d
PSR
0.478
Sharpe Ratio
0.896
Total Orders
411
Net Profit
34.70%
Average Win
29.52%
Average Loss
-4.80%
Annual Return
34.70%
Max Drawdown
-16.94%
Win Rate
0.6%
Profit/Loss Ratio
7.85
Alpha
0.036
Beta
0.588
Sortino Ratio
1.261
Total Fees
$1,399.04
Strategy Capacity
$4,973,422
Portfolio Turnover
2.08%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stable Mean Revert 1d 2.460 69.6% -23.7% 0.5% 🏆 BEST
2 Counter Punsh 1d 2.452 30.6% -15.0% 0.3%
3 Wheel Strategy 1d 2.420 54.2% -7.9% 0.5%
4 Pullback 1d 2.405 61.2% -8.9% 0.4%
5 Neural Networks Recurrent Neural 1d 2.397 71.4% -26.6% 0.3%
6 Turtle Trading 1d 2.382 36.5% -5.0% 0.5%
7 Linear Regression Pca 1d 2.270 14.0% -12.9% 0.6%
8 Trend Risk Protection 1d 2.183 69.0% -11.7% 0.5%
9 Russell Rebalancing Strategy 1d 2.073 79.2% -5.0% 0.4%
10 Crude Oil 1d 2.059 63.8% -23.4% 0.6%
11 Decision Tree 2 1d 2.040 24.4% -28.3% 0.6%
12 Stan Weinstein 1d 1.834 24.0% -27.2% 0.4%
13 Larry Williams 1d 1.654 65.0% -22.3% 0.5%
14 Bitcoin 1d 1.589 37.3% -29.4% 0.4%
15 Inside Day 1d 1.571 20.6% -8.5% 0.5%
16 Donchian Boyt 1d 1.509 36.5% -25.4% 0.3%
17 Rnn Linear Regression 1d 1.464 33.1% -11.4% 0.4%
18 Weekly Breakout 1d 1.444 3.7% -8.3% 0.6%
19 Bollinger Bands 1d 1.438 39.4% -10.0% 0.5%
20 Linear Regression 1d 1.335 31.8% -9.6% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-03-22 00:00:00 BUY $127.86 3 $18,733.51 $0.38 3 $8,733.51 $-60,844.99
2022-03-27 00:00:00 SELL $196.35 4 $234,746.82 $0.79 17 $224,746.82 $-933,192.59
2022-04-03 00:00:00 BUY $247.04 254 $195,486.91 $62.75 286 $185,486.91 $-644,278.37
2022-06-02 00:00:00 SELL $246.75 59 $90,396.82 $14.56 84 $80,396.82 $-539,017.77
2022-07-12 00:00:00 BUY $234.87 18 $119,172.97 $4.23 21 $109,172.97 $-250,891.19
2022-09-13 00:00:00 BUY $344.84 18 $102,684.65 $6.21 38 $92,684.65 $-563,586.56
2022-10-09 00:00:00 SELL $345.30 1 $8,652.78 $0.35 0 $-1,347.22 $0.00
2022-10-22 00:00:00 SELL $389.26 13 $152,276.11 $5.06 47 $142,276.11 $-1,468,130.34
2022-10-27 00:00:00 SELL $214.94 4 $12,308.48 $0.86 3 $2,308.48 $-47,557.94
2022-11-30 00:00:00 SELL $458.17 76 $138,762.22 $34.82 27 $128,762.22 $-595,564.18
2022-12-09 00:00:00 SELL $159.66 66 $108,898.01 $10.54 20 $98,898.01 $-573,497.44
2023-01-01 00:00:00 SELL $140.34 1 $118,571.05 $0.14 44 $108,571.05 $-491,677.25
2023-01-02 00:00:00 SELL $258.62 4 $11,474.82 $1.03 8 $1,474.82 $-71,941.37
2023-01-03 00:00:00 BUY $151.18 9 $7,713.64 $1.36 29 $-2,286.36 $-37,889.37
2023-01-10 00:00:00 SELL $103.35 273 $151,773.07 $28.21 313 $141,773.07 $-1,134,549.88
2023-03-06 00:00:00 SELL $124.96 1 $145,815.40 $0.12 2 $135,815.40 $-381,822.78
2023-04-08 00:00:00 BUY $423.47 13 $97,174.07 $5.51 51 $87,174.07 $-561,300.82
2023-04-17 00:00:00 BUY $474.63 37 $102,439.77 $17.56 63 $92,439.77 $-208,360.31
2023-06-06 00:00:00 BUY $465.85 5 $13,008.18 $2.33 5 $3,008.18 $-41,860.86
2023-06-25 00:00:00 BUY $68.31 649 $152,748.90 $44.33 649 $142,748.90 $-1,001,185.99
2023-07-12 00:00:00 BUY $81.67 394 $95,424.18 $32.18 573 $85,424.18 $-353,823.37
2023-07-28 00:00:00 BUY $414.76 75 $107,762.26 $31.11 75 $97,762.26 $-1,223,878.88
2023-09-16 00:00:00 SELL $450.97 13 $27,153.05 $5.86 0 $17,153.05 $0.00
2023-10-20 00:00:00 BUY $91.93 107 $23,742.13 $9.84 113 $13,742.13 $-117,679.51
2023-10-26 00:00:00 SELL $96.01 6 $24,521.62 $0.58 4 $14,521.62 $-109,278.44
2023-11-04 00:00:00 BUY $381.54 3 $4,982.55 $1.14 13 $-5,017.45 $-28,995.82
2023-11-21 00:00:00 SELL $292.66 15 $12,493.43 $4.39 6 $2,493.43 $-53,704.46
2024-01-03 00:00:00 BUY $387.68 8 $14,787.70 $3.10 8 $4,787.70 $-60,825.24
2024-02-07 00:00:00 SELL $123.62 1 $7,397.68 $0.12 12 $-2,602.32 $-37,382.09
2024-06-08 00:00:00 SELL $353.55 53 $108,148.55 $18.74 28 $98,148.55 $-279,866.04
2024-07-01 00:00:00 BUY $261.13 15 $9,483.46 $3.92 55 $-516.54 $-76,992.71
2024-07-19 00:00:00 BUY $349.01 138 $130,957.90 $48.16 618 $120,957.90 $-881,600.64
2024-07-31 00:00:00 SELL $384.67 38 $147,969.31 $14.62 22 $137,969.31 $-1,222,476.42
2024-08-23 00:00:00 SELL $474.35 3 $7,327.12 $1.42 4 $-2,672.88 $-15,328.71
2024-08-28 00:00:00 BUY $207.32 133 $140,725.43 $27.57 194 $130,725.43 $-1,126,678.72
2024-09-12 00:00:00 SELL $309.03 4 $149,723.70 $1.24 8 $139,723.70 $-452,071.71
2024-12-04 00:00:00 SELL $158.45 15 $152,871.65 $2.38 13 $142,871.65 $-1,441,375.63
2024-12-17 00:00:00 SELL $149.00 2 $13,168.61 $0.30 4 $3,168.61 $-55,741.30
2025-01-04 00:00:00 BUY $211.67 151 $83,087.73 $31.96 158 $73,087.73 $-1,354,528.09
2025-01-15 00:00:00 BUY $321.42 7 $5,905.49 $2.25 7 $-4,094.51 $-12,726.24
2025-03-18 00:00:00 SELL $139.47 1 $13,149.53 $0.14 0 $3,149.53 $0.00
2025-03-27 00:00:00 BUY $253.36 5 $6,217.33 $1.27 10 $-3,782.67 $-27,961.88
2025-03-28 00:00:00 BUY $66.37 160 $105,812.02 $10.62 160 $95,812.02 $-299,972.63
2025-04-12 00:00:00 BUY $158.74 30 $14,989.49 $4.76 51 $4,989.49 $-95,380.52
2025-05-11 00:00:00 BUY $472.51 27 $102,655.64 $12.76 28 $92,655.64 $-176,388.86
2025-05-30 00:00:00 SELL $286.23 29 $121,430.47 $8.30 158 $111,430.47 $-409,319.86
2025-06-19 00:00:00 SELL $159.04 12 $110,664.52 $1.91 1 $100,664.52 $-205,550.31
2025-06-23 00:00:00 BUY $100.69 7 $6,344.39 $0.70 7 $-3,655.61 $-31,057.46
2025-06-23 00:00:00 SELL $445.48 35 $123,404.79 $15.59 3 $113,404.79 $-254,486.93
2025-07-13 00:00:00 SELL $344.01 18 $89,273.74 $6.19 140 $79,273.74 $-1,371,773.04
SUMMARY (377 total orders) $89,273.74 $3127.21 - $34.70% -

IEI

Best: Stable Mean Revert ⏰ 1d
PSR
0.654
Sharpe Ratio
1.876
Total Orders
173
Net Profit
48.98%
Average Win
15.03%
Average Loss
-6.13%
Annual Return
48.98%
Max Drawdown
-10.30%
Win Rate
0.3%
Profit/Loss Ratio
5.61
Alpha
0.107
Beta
1.807
Sortino Ratio
0.647
Total Fees
$2,154.76
Strategy Capacity
$1,138,488
Portfolio Turnover
0.84%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stable Mean Revert 1d 2.453 -5.6% -7.1% 0.7% 🏆 BEST
2 Donchian Channels Breakout 1d 2.421 52.4% -24.4% 0.4%
3 Decision Tree 3 1d 2.377 28.1% -9.7% 0.4%
4 Crude Oil 1d 2.220 23.4% -8.0% 0.3%
5 Macd 1d 2.209 30.2% -17.6% 0.7%
6 Markov 1d 2.120 25.9% -19.8% 0.6%
7 Turtle Trading 1d 2.085 10.2% -11.0% 0.4%
8 Rsi 1d 1.995 24.2% -6.3% 0.7%
9 Mfi 1d 1.973 -19.1% -10.5% 0.5%
10 Long Short Term Memory Neural Network 1d 1.931 7.1% -22.2% 0.7%
11 Trend Risk Protection 1d 1.808 20.2% -22.5% 0.4%
12 Decision Tree 1d 1.749 -16.0% -18.6% 0.6%
13 Neural Networks Recurrent Neural 1d 1.745 34.8% -21.5% 0.6%
14 Stan Weinstein 1d 1.733 13.2% -27.4% 0.6%
15 Ride The Aggression 1d 1.679 69.0% -9.9% 0.6%
16 Ais Micro Test Diversity Gap 1d 1.578 41.9% -27.2% 0.3%
17 Bitcoin 1d 1.554 29.2% -10.4% 0.4%
18 Counter Punsh 1d 1.549 67.8% -24.5% 0.6%
19 Rnn Linear Regression 1d 1.528 13.1% -15.1% 0.4%
20 Adx 1d 1.490 31.4% -26.3% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2017-07-09 00:00:00 BUY $251.67 29 $21,357.96 $7.30 29 $11,357.96 $-75,263.18
2017-08-09 00:00:00 SELL $374.44 1 $7,923.42 $0.37 0 $-2,076.58 $0.00
2017-10-28 00:00:00 SELL $105.41 2 $14,437.25 $0.21 0 $4,437.25 $0.00
2018-01-25 00:00:00 SELL $263.69 1 $15,127.80 $0.26 0 $5,127.80 $0.00
2018-06-19 00:00:00 BUY $179.36 4 $6,994.21 $0.72 4 $-3,005.79 $-15,409.19
2018-07-29 00:00:00 SELL $276.06 10 $11,468.77 $2.76 6 $1,468.77 $-25,266.61
2018-11-18 00:00:00 SELL $60.10 3 $20,638.33 $0.18 0 $10,638.33 $0.00
2018-12-04 00:00:00 SELL $444.76 1 $14,070.69 $0.44 0 $4,070.69 $0.00
2019-01-09 00:00:00 SELL $107.96 1 $6,675.43 $0.11 3 $-3,324.57 $-22,421.92
2019-02-01 00:00:00 SELL $272.43 1 $29,817.40 $0.27 1 $19,817.40 $-76,425.27
2019-04-14 00:00:00 SELL $345.40 1 $7,712.39 $0.35 0 $-2,287.61 $0.00
2019-06-06 00:00:00 SELL $186.52 17 $7,660.20 $3.17 6 $-2,339.80 $-5,106.41
2019-06-06 00:00:00 SELL $480.45 26 $29,136.85 $12.49 12 $19,136.85 $-104,705.75
2019-07-25 00:00:00 BUY $310.12 11 $11,022.52 $3.41 11 $1,022.52 $-27,442.44
2020-03-06 00:00:00 BUY $212.82 10 $7,869.63 $2.13 10 $-2,130.37 $2,128.24
2020-03-31 00:00:00 BUY $494.24 4 $11,446.15 $1.98 76 $1,446.15 $-61,001.16
2020-08-15 00:00:00 BUY $455.43 1 $8,210.78 $0.46 3 $-1,789.22 $-4,859.27
2020-10-31 00:00:00 SELL $95.48 1 $21,372.69 $0.10 1 $11,372.69 $-46,546.59
2020-11-04 00:00:00 SELL $272.48 1 $46,993.80 $0.27 0 $36,993.80 $0.00
2020-11-22 00:00:00 SELL $162.01 1 $46,721.60 $0.16 1 $36,721.60 $-119,949.12
2020-12-11 00:00:00 BUY $400.98 5 $5,862.74 $2.00 15 $-4,137.26 $3,886.46
2020-12-22 00:00:00 SELL $445.93 35 $47,635.83 $15.61 4 $37,635.83 $-114,421.73
2021-02-17 00:00:00 SELL $391.26 1 $8,215.20 $0.39 0 $-1,784.80 $0.00
2021-07-03 00:00:00 BUY $390.57 10 $43,726.18 $3.91 14 $33,726.18 $-110,737.39
2021-10-03 00:00:00 BUY $133.96 7 $25,038.18 $0.94 14 $15,038.18 $-69,179.56
2021-12-10 00:00:00 SELL $96.39 8 $7,099.18 $0.77 1 $-2,900.82 $-18,908.02
2022-01-30 00:00:00 SELL $148.03 5 $31,560.20 $0.74 0 $21,560.20 $0.00
2022-02-13 00:00:00 SELL $476.27 4 $31,040.02 $1.91 8 $21,040.02 $-106,660.95
2022-02-28 00:00:00 SELL $347.99 6 $33,125.84 $2.09 2 $23,125.84 $-109,775.13
2022-03-11 00:00:00 SELL $367.93 4 $29,545.25 $1.47 2 $19,545.25 $-75,961.85
2022-04-13 00:00:00 SELL $271.25 7 $14,155.81 $1.90 7 $4,155.81 $-38,864.33
2022-04-19 00:00:00 BUY $132.08 40 $16,895.19 $5.28 41 $6,895.19 $-46,123.71
2022-05-29 00:00:00 SELL $151.47 4 $14,582.58 $0.61 0 $4,582.58 $0.00
2022-07-30 00:00:00 SELL $236.37 12 $46,559.75 $2.84 2 $36,559.75 $-119,638.40
2022-08-18 00:00:00 SELL $499.54 3 $8,491.34 $1.50 1 $-1,508.66 $-16,344.55
2022-10-20 00:00:00 SELL $368.64 1 $8,710.89 $0.37 16 $-1,289.11 $-21,024.80
2022-12-27 00:00:00 SELL $418.30 1 $13,977.31 $0.42 4 $3,977.31 $-28,824.96
2023-03-15 00:00:00 BUY $80.44 18 $12,706.43 $1.45 25 $2,706.43 $-38,752.07
2023-04-13 00:00:00 SELL $463.76 5 $13,785.23 $2.32 1 $3,785.23 $-26,459.24
2023-07-08 00:00:00 SELL $382.90 1 $33,508.36 $0.38 1 $23,508.36 $-110,088.20
2023-09-05 00:00:00 SELL $233.88 8 $14,695.79 $1.87 2 $4,695.79 $-45,100.06
2023-09-06 00:00:00 BUY $136.21 23 $32,044.05 $3.13 39 $22,044.05 $-107,760.38
2024-04-07 00:00:00 SELL $213.29 1 $14,580.90 $0.21 0 $4,580.90 $0.00
2024-06-09 00:00:00 SELL $251.87 4 $8,666.66 $1.01 2 $-1,333.34 $-5,721.82
2024-08-05 00:00:00 SELL $102.28 1 $6,777.61 $0.10 2 $-3,222.39 $-22,541.22
2024-11-18 00:00:00 SELL $158.20 2 $7,757.22 $0.32 1 $-2,242.78 $-8,518.80
2025-01-15 00:00:00 SELL $125.74 1 $7,549.36 $0.13 1 $-2,450.64 $-10,078.35
2025-04-09 00:00:00 SELL $381.87 1 $14,367.82 $0.38 1 $4,367.82 $-33,883.21
2025-05-06 00:00:00 BUY $211.50 2 $7,500.00 $0.42 2 $-2,500.00 $-9,781.10
2025-06-28 00:00:00 SELL $227.23 1 $22,057.32 $0.23 20 $12,057.32 $-70,652.74
SUMMARY (156 total orders) $22,057.32 $278.21 - $48.98% -

SCHZ

Best: Machine Learning Rsi ⏰ 1d
PSR
0.772
Sharpe Ratio
0.768
Total Orders
347
Net Profit
25.10%
Average Win
28.25%
Average Loss
-4.99%
Annual Return
25.10%
Max Drawdown
-22.27%
Win Rate
0.3%
Profit/Loss Ratio
5.78
Alpha
0.048
Beta
1.834
Sortino Ratio
0.380
Total Fees
$1,590.88
Strategy Capacity
$669,022
Portfolio Turnover
2.37%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Machine Learning Rsi 1d 2.491 58.2% -18.1% 0.5% 🏆 BEST
2 Turtle Trading 1d 2.476 21.3% -26.0% 0.3%
3 Bullish Engulfing 1d 2.437 45.7% -13.9% 0.5%
4 Macd 1d 2.296 32.5% -7.2% 0.7%
5 Wheel Strategy 1d 2.197 24.9% -15.2% 0.3%
6 Inside Day 1d 2.061 -1.3% -25.9% 0.5%
7 Linear Regression 1d 2.057 26.0% -22.3% 0.5%
8 Adx 1d 1.987 44.9% -28.6% 0.3%
9 Confident Trend 1d 1.776 24.1% -7.0% 0.4%
10 Linear Regression Pca 1d 1.701 13.9% -10.1% 0.4%
11 Bollinger Bands 1d 1.701 4.0% -13.1% 0.4%
12 Support Vector Machines 1d 1.682 52.2% -11.3% 0.5%
13 Decision Tree 3 1d 1.647 17.6% -16.0% 0.4%
14 Stable Mean Revert 1d 1.613 33.3% -13.4% 0.7%
15 Ais Micro Test Diversity Gap 1d 1.602 4.6% -24.3% 0.6%
16 Mfi 1d 1.590 58.7% -16.0% 0.4%
17 Markov 1d 1.588 -13.4% -21.9% 0.4%
18 Rnn Linear Regression 1d 1.561 70.4% -6.3% 0.4%
19 Bitcoin 1d 1.519 -6.0% -11.5% 0.3%
20 Decision Tree 1d 1.471 76.2% -12.5% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-01-26 00:00:00 SELL $284.66 736 $313,196.61 $209.51 114 $303,196.61 $-359,073.88
2022-03-08 00:00:00 SELL $471.28 20 $1,423,852.23 $9.43 92 $1,413,852.23 $-1,936,393.08
2022-04-28 00:00:00 SELL $471.86 788 $1,647,931.87 $371.83 350 $1,637,931.87 $-3,049,547.91
2022-05-09 00:00:00 BUY $388.07 12 $260,291.81 $4.66 279 $250,291.81 $-331,448.51
2022-05-19 00:00:00 BUY $436.20 6 $14,920.40 $2.62 6 $4,920.40 $-25,986.48
2022-06-02 00:00:00 SELL $257.58 479 $855,296.53 $123.38 257 $845,296.53 $-1,207,972.14
2022-07-10 00:00:00 SELL $334.05 8 $4,545,668.55 $2.67 569 $4,535,668.55 $-14,158,484.22
2022-09-02 00:00:00 BUY $92.40 10,514 $3,724,368.90 $971.46 15,110 $3,714,368.90 $-8,090,426.38
2022-09-29 00:00:00 SELL $343.65 247 $1,276,477.16 $84.88 1,138 $1,266,477.16 $-2,823,627.60
2022-10-28 00:00:00 BUY $219.34 4 $6,025.39 $0.88 4 $-3,974.61 $-5,045.73
2022-11-04 00:00:00 BUY $172.94 37 $19,671.70 $6.40 37 $9,671.70 $-71,992.40
2022-12-03 00:00:00 SELL $223.81 1 $6,903.64 $0.22 0 $-3,096.36 $0.00
2022-12-10 00:00:00 SELL $231.30 687 $1,641,365.23 $158.91 363 $1,631,365.23 $-3,972,837.06
2022-12-16 00:00:00 BUY $425.19 137 $330,057.32 $58.25 137 $320,057.32 $-420,776.55
2023-01-11 00:00:00 BUY $277.50 2 $13,754.32 $0.55 2 $3,754.32 $-35,171.95
2023-03-09 00:00:00 BUY $122.79 559 $1,596,405.86 $68.64 616 $1,586,405.86 $-3,462,290.48
2023-04-21 00:00:00 BUY $332.54 972 $1,324,375.04 $323.23 1,322 $1,314,375.04 $-2,775,075.00
2023-05-12 00:00:00 SELL $249.34 5 $17,540.20 $1.25 0 $7,540.20 $0.00
2023-06-12 00:00:00 SELL $88.47 435 $546,464.46 $38.48 1,481 $536,464.46 $-1,143,150.06
2023-07-15 00:00:00 SELL $384.77 6 $44,195.93 $2.31 1 $34,195.93 $-124,255.51
2023-08-22 00:00:00 SELL $390.79 62 $122,413.29 $24.23 11 $112,413.29 $-134,371.10
2023-10-07 00:00:00 BUY $148.10 39 $18,407.43 $5.78 39 $8,407.43 $-56,631.12
2023-10-20 00:00:00 SELL $306.83 16 $12,889.67 $4.91 2 $2,889.67 $-19,530.47
2023-10-29 00:00:00 SELL $477.46 3 $1,715,505.15 $1.43 4 $1,705,505.15 $-2,530,444.07
2023-11-04 00:00:00 BUY $335.77 2,292 $4,683,484.26 $769.58 2,294 $4,673,484.26 $-12,218,376.76
2023-11-16 00:00:00 BUY $51.14 246 $31,912.72 $12.58 248 $21,912.72 $-113,407.40
2023-12-01 00:00:00 SELL $221.17 3 $27,062.88 $0.66 0 $17,062.88 $0.00
2024-01-16 00:00:00 SELL $55.04 147 $297,794.30 $8.09 57 $287,794.30 $-718,567.35
2024-01-16 00:00:00 SELL $308.76 21 $1,131,911.66 $6.48 35 $1,121,911.66 $-1,590,389.23
2024-01-31 00:00:00 SELL $117.18 54 $17,809.31 $6.33 15 $7,809.31 $-97,332.22
2024-02-04 00:00:00 BUY $197.33 4,201 $4,696,796.81 $829.00 4,596 $4,686,796.81 $-7,750,607.89
2024-04-26 00:00:00 BUY $172.05 20 $9,520.78 $3.44 20 $-479.22 $-38,655.86
2024-04-29 00:00:00 SELL $244.01 2 $388,366.67 $0.49 0 $378,366.67 $0.00
2024-06-27 00:00:00 BUY $70.34 486 $157,680.93 $34.19 515 $147,680.93 $-168,145.40
2024-07-18 00:00:00 SELL $345.56 2 $25,272.35 $0.69 5 $15,272.35 $-111,315.16
2024-07-21 00:00:00 SELL $123.69 2 $1,665,113.24 $0.25 57 $1,655,113.24 $-3,530,878.10
2024-08-03 00:00:00 SELL $106.12 2 $6,069.78 $0.21 0 $-3,930.22 $0.00
2024-11-28 00:00:00 SELL $90.60 4 $7,093.46 $0.36 0 $-2,906.54 $0.00
2024-12-15 00:00:00 SELL $66.96 7 $23,241.22 $0.47 2 $13,241.22 $-62,272.98
2025-01-31 00:00:00 SELL $306.35 7 $14,203.13 $2.14 1 $4,203.13 $-35,420.59
2025-02-15 00:00:00 SELL $111.42 4 $15,547.82 $0.45 1 $5,547.82 $-31,109.44
2025-02-21 00:00:00 SELL $319.09 900 $519,791.61 $287.18 65 $509,791.61 $-765,795.11
2025-03-03 00:00:00 SELL $152.25 4 $12,508.71 $0.61 1 $2,508.71 $-41,944.69
2025-03-26 00:00:00 SELL $321.20 148 $289,711.75 $47.54 204 $279,711.75 $-656,180.40
2025-03-31 00:00:00 SELL $172.60 504 $2,751,904.00 $86.99 802 $2,741,904.00 $-4,825,888.06
2025-04-03 00:00:00 BUY $84.11 1,916 $508,019.69 $161.15 1,916 $498,019.69 $-951,869.39
2025-04-21 00:00:00 SELL $331.61 181 $1,351,577.17 $60.02 246 $1,341,577.17 $-1,898,174.82
2025-05-05 00:00:00 SELL $357.07 2 $20,478.58 $0.71 19 $10,478.58 $-83,072.32
2025-05-08 00:00:00 BUY $75.08 2,800 $1,580,677.24 $210.21 3,752 $1,570,677.24 $-4,472,406.58
2025-05-27 00:00:00 BUY $153.79 1 $6,680.06 $0.15 1 $-3,319.94 $-5,615.52
SUMMARY (324 total orders) $6,680.06 $44262.52 - $25.10% -

BWX

Best: Decision Tree 2 ⏰ 1d
PSR
0.499
Sharpe Ratio
0.847
Total Orders
443
Net Profit
35.47%
Average Win
34.87%
Average Loss
-4.74%
Annual Return
35.47%
Max Drawdown
-9.92%
Win Rate
0.3%
Profit/Loss Ratio
6.98
Alpha
0.021
Beta
1.970
Sortino Ratio
0.464
Total Fees
$891.07
Strategy Capacity
$3,278,466
Portfolio Turnover
1.60%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 2 1d 2.496 18.2% -13.9% 0.5% 🏆 BEST
2 Improved Index Trend 1d 2.486 21.6% -16.8% 0.5%
3 Wheel Strategy 1d 2.451 8.0% -23.2% 0.4%
4 Linear Regression 1d 2.440 -2.1% -9.7% 0.5%
5 Bollinger Bands 1d 2.433 36.9% -5.8% 0.5%
6 Bitcoin 1d 2.418 20.5% -25.7% 0.4%
7 Macd 1d 2.188 2.2% -10.5% 0.4%
8 Markov 1d 2.139 22.7% -21.5% 0.6%
9 Pullback 1d 2.137 60.6% -11.1% 0.3%
10 Svm Rnn 1d 2.121 32.0% -17.7% 0.3%
11 Lazy Trend Follower 1d 2.099 0.7% -22.4% 0.7%
12 Ais Micro Test Diversity Gap 1d 2.065 -9.4% -28.9% 0.4%
13 Russell Rebalancing Strategy 1d 1.834 8.8% -18.6% 0.3%
14 Long Short Term Memory Neural Network 1d 1.779 -10.8% -10.3% 0.6%
15 Inside Day 1d 1.660 52.8% -22.5% 0.6%
16 Turtle Trading 1d 1.633 38.6% -14.9% 0.5%
17 Weekly Breakout 1d 1.591 14.7% -22.4% 0.7%
18 Multi Layer Ema 1d 1.522 30.9% -19.4% 0.4%
19 Neural Networks Recurrent Neural 1d 1.485 25.7% -8.7% 0.7%
20 Crude Oil 1d 1.391 8.7% -7.8% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-08-07 00:00:00 BUY $226.13 146 $113,690.54 $33.02 151 $103,690.54 $-572,980.93
2022-08-09 00:00:00 SELL $245.52 1 $130,692.19 $0.25 2 $120,692.19 $-573,805.67
2022-10-14 00:00:00 SELL $300.57 12 $99,070.65 $3.61 2 $89,070.65 $-495,305.57
2022-11-25 00:00:00 SELL $226.67 15 $141,232.38 $3.40 0 $131,232.38 $0.00
2022-12-10 00:00:00 SELL $348.18 8 $39,097.47 $2.79 19 $29,097.47 $-152,336.88
2023-01-18 00:00:00 BUY $150.25 38 $23,164.76 $5.71 40 $13,164.76 $-60,632.01
2023-03-03 00:00:00 SELL $295.66 275 $121,190.95 $81.31 167 $111,190.95 $-204,441.56
2023-04-16 00:00:00 SELL $261.95 20 $3,687,867.98 $5.24 28 $3,677,867.98 $-13,995,052.12
2023-04-18 00:00:00 BUY $356.85 5 $27,752.46 $1.78 8 $17,752.46 $-72,724.64
2023-04-21 00:00:00 SELL $115.14 4 $3,693,243.46 $0.46 6 $3,683,243.46 $-14,001,695.76
2023-05-19 00:00:00 SELL $106.82 3 $28,739.26 $0.32 0 $18,739.26 $0.00
2023-06-12 00:00:00 SELL $436.32 3,390 $2,913,857.87 $1479.14 1,276 $2,903,857.87 $-2,686,790.53
2023-06-19 00:00:00 BUY $366.74 11 $10,717.15 $4.03 11 $717.15 $-40,086.98
2023-07-18 00:00:00 BUY $145.95 4 $9,892.19 $0.58 9 $-107.81 $-20,455.12
2023-07-21 00:00:00 SELL $186.13 5 $205,856.02 $0.93 1 $195,856.02 $-743,618.93
2023-09-06 00:00:00 SELL $52.43 12 $9,043.95 $0.63 4 $-956.05 $-27,975.12
2023-09-25 00:00:00 BUY $176.19 1,624 $1,608,161.86 $286.14 5,680 $1,598,161.86 $-9,025,320.61
2023-10-27 00:00:00 SELL $450.66 60 $3,682,634.29 $27.04 48 $3,672,634.29 $-13,980,754.79
2023-11-14 00:00:00 BUY $243.39 44 $234,299.49 $10.71 591 $224,299.49 $-713,230.79
2023-12-16 00:00:00 BUY $437.87 1 $11,612.82 $0.44 1 $1,612.82 $-19,196.47
2023-12-26 00:00:00 BUY $252.17 547 $2,385,397.95 $137.94 547 $2,375,397.95 $-4,694,890.56
2024-01-10 00:00:00 SELL $58.70 11,460 $3,372,554.62 $672.74 5,451 $3,362,554.62 $-12,989,784.72
2024-01-12 00:00:00 BUY $176.72 34 $67,710.46 $6.01 89 $57,710.46 $-467,299.54
2024-01-23 00:00:00 SELL $171.98 3 $146,680.37 $0.52 0 $136,680.37 $0.00
2024-01-28 00:00:00 BUY $316.87 25 $2,318,387.68 $7.92 27 $2,308,387.68 $-5,192,956.74
2024-02-16 00:00:00 SELL $119.04 33 $11,326.67 $3.93 0 $1,326.67 $0.00
2024-02-16 00:00:00 SELL $350.43 10 $547,562.40 $3.50 53 $537,562.40 $-1,229,522.99
2024-02-16 00:00:00 BUY $315.69 2,145 $2,502,907.04 $677.15 2,166 $2,492,907.04 $-6,655,038.96
2024-03-03 00:00:00 BUY $390.54 60 $784,440.99 $23.43 2,224 $774,440.99 $-717,023.21
2024-03-15 00:00:00 SELL $103.37 78 $544,061.56 $8.06 63 $534,061.56 $-1,241,583.73
2024-03-26 00:00:00 BUY $292.30 2,229 $2,039,632.88 $651.53 7,203 $2,029,632.88 $-12,897,438.35
2024-05-06 00:00:00 SELL $163.70 242 $3,126,058.88 $39.62 274 $3,116,058.88 $-7,293,967.18
2024-06-30 00:00:00 BUY $193.97 8 $4,880.31 $1.55 8 $-5,119.69 $-6,679.78
2024-08-25 00:00:00 BUY $312.07 16 $19,725.31 $4.99 34 $9,725.31 $-118,097.85
2024-10-09 00:00:00 SELL $245.35 6 $6,350.92 $1.47 2 $-3,649.08 $-9,292.56
2024-10-09 00:00:00 SELL $244.11 1,975 $3,571,856.63 $482.13 314 $3,561,856.63 $-13,925,734.71
2024-10-13 00:00:00 SELL $158.83 11 $27,058.11 $1.75 12 $17,058.11 $-124,470.05
2024-10-27 00:00:00 BUY $327.87 1,945 $2,360,887.48 $637.71 2,559 $2,350,887.48 $-5,862,088.27
2024-10-29 00:00:00 SELL $98.39 46 $123,582.13 $4.53 55 $113,582.13 $-274,459.21
2024-11-12 00:00:00 SELL $388.58 31 $27,865.97 $12.05 23 $17,865.97 $-95,906.52
2024-11-26 00:00:00 SELL $483.80 29 $204,926.32 $14.03 6 $194,926.32 $-740,902.27
2024-12-31 00:00:00 SELL $489.69 154 $4,028,305.90 $75.41 1,152 $4,018,305.90 $-15,751,150.97
2025-01-28 00:00:00 BUY $387.27 17 $22,075.74 $6.58 23 $12,075.74 $-68,456.50
2025-02-03 00:00:00 SELL $349.71 2 $11,383.24 $0.70 4 $1,383.24 $-36,310.62
2025-02-15 00:00:00 BUY $187.64 26 $39,965.23 $4.88 442 $29,965.23 $-166,003.35
2025-03-28 00:00:00 BUY $65.75 46 $18,136.91 $3.02 46 $8,136.91 $-52,803.80
2025-03-28 00:00:00 SELL $199.64 34 $22,314.63 $6.79 12 $12,314.63 $-135,493.21
2025-04-15 00:00:00 SELL $360.10 2 $122,784.88 $0.72 3 $112,784.88 $-383,076.89
2025-04-16 00:00:00 BUY $175.31 2,580 $2,175,655.81 $452.29 4,574 $2,165,655.81 $-7,727,823.49
2025-07-24 00:00:00 SELL $439.66 50 $82,794.17 $21.98 55 $72,794.17 $-471,725.61
SUMMARY (427 total orders) $82,794.17 $38940.48 - $35.47% -

IGOV

Best: Pullback ⏰ 1d
PSR
0.767
Sharpe Ratio
0.265
Total Orders
410
Net Profit
32.46%
Average Win
17.08%
Average Loss
-2.37%
Annual Return
32.46%
Max Drawdown
-7.21%
Win Rate
0.5%
Profit/Loss Ratio
4.80
Alpha
0.110
Beta
1.420
Sortino Ratio
0.871
Total Fees
$3,045.64
Strategy Capacity
$2,160,950
Portfolio Turnover
0.73%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Pullback 1d 2.500 74.4% -27.2% 0.3% 🏆 BEST
2 Lazy Trend Follower 1d 2.496 -14.0% -19.5% 0.5%
3 Long Short Term Memory Neural Network 1d 2.478 10.4% -18.7% 0.5%
4 Larry Williams 1d 2.473 36.9% -27.3% 0.6%
5 Linear Regression 1d 2.325 26.6% -23.0% 0.6%
6 Bitcoin 1d 2.312 69.5% -11.3% 0.4%
7 Multi Layer Ema 1d 2.303 74.4% -12.5% 0.4%
8 Markov 1d 2.273 -12.6% -9.9% 0.3%
9 Inside Day 1d 2.223 0.9% -11.7% 0.4%
10 Ride The Aggression 1d 2.183 -12.2% -5.1% 0.3%
11 Decision Tree 1d 2.055 64.5% -5.1% 0.3%
12 Stan Weinstein 1d 2.038 -15.7% -16.0% 0.4%
13 Macd 1d 1.989 5.9% -24.3% 0.6%
14 Face The Train 1d 1.989 29.8% -22.7% 0.6%
15 Trend Risk Protection 1d 1.969 1.5% -8.3% 0.5%
16 Wheel Strategy 1d 1.892 3.7% -10.0% 0.3%
17 Mfi 1d 1.880 28.5% -21.7% 0.3%
18 Linear Regression Pca 1d 1.849 -4.5% -20.1% 0.7%
19 Russell Rebalancing Strategy 1d 1.754 -18.2% -18.7% 0.4%
20 Weekly Breakout 1d 1.729 0.4% -17.8% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-04-08 00:00:00 BUY $337.47 5,113 $5,636,051.91 $1725.47 7,937 $5,626,051.91 $-10,035,467.43
2022-06-29 00:00:00 SELL $406.43 662 $2,785,489.12 $269.06 306 $2,775,489.12 $-6,920,278.69
2022-07-02 00:00:00 SELL $119.65 152 $229,930.38 $18.19 130 $219,930.38 $-493,693.68
2022-08-21 00:00:00 SELL $380.91 4 $110,120.65 $1.52 10 $100,120.65 $-241,045.17
2022-09-08 00:00:00 BUY $426.54 254 $1,474,397.96 $108.34 259 $1,464,397.96 $-1,837,361.09
2022-09-28 00:00:00 BUY $155.36 5 $11,953.60 $0.78 9 $1,953.60 $-4,109.07
2022-11-05 00:00:00 SELL $216.81 537 $10,255,250.75 $116.43 521 $10,245,250.75 $-17,635,912.98
2022-11-30 00:00:00 SELL $256.91 2 $25,753.21 $0.51 0 $15,753.21 $0.00
2023-01-02 00:00:00 SELL $257.58 1 $101,279.69 $0.26 41 $91,279.69 $-224,010.51
2023-03-14 00:00:00 SELL $440.67 955 $8,712,361.87 $420.84 13,498 $8,702,361.87 $-13,863,765.58
2023-03-29 00:00:00 BUY $64.52 2,235 $764,798.95 $144.21 2,235 $754,798.95 $-1,478,716.50
2023-04-06 00:00:00 BUY $286.01 218 $750,017.77 $62.35 3,491 $740,017.77 $-1,844,940.82
2023-04-28 00:00:00 SELL $325.60 14 $403,479.16 $4.56 139 $393,479.16 $-1,106,061.59
2023-07-18 00:00:00 BUY $429.61 8,388 $21,928,299.73 $3603.56 48,958 $21,918,299.73 $-59,469,855.72
2023-07-20 00:00:00 SELL $405.55 2,591 $6,351,699.80 $1050.78 8,767 $6,341,699.80 $-14,193,405.92
2023-10-20 00:00:00 BUY $79.47 33 $24,628.15 $2.62 111 $14,628.15 $-180,652.66
2023-10-28 00:00:00 SELL $108.52 14,736 $24,473,411.28 $1599.09 50,064 $24,463,411.28 $-71,458,171.48
2023-10-29 00:00:00 SELL $123.98 8 $12,944.43 $0.99 1 $2,944.43 $-6,160.16
2023-11-14 00:00:00 SELL $179.13 2,743 $1,548,440.06 $491.35 2,386 $1,538,440.06 $-5,733,574.19
2023-11-21 00:00:00 SELL $171.98 6 $24,798.28 $1.03 4 $14,798.28 $-13,915.92
2023-12-10 00:00:00 SELL $182.42 95 $70,314.66 $17.33 87 $60,314.66 $-213,446.34
2023-12-19 00:00:00 SELL $353.20 18 $68,268.58 $6.36 944 $58,268.58 $-751,069.51
2024-01-23 00:00:00 BUY $64.64 568 $384,789.31 $36.72 786 $374,789.31 $-1,227,888.41
2024-03-14 00:00:00 SELL $427.08 44 $40,257.13 $18.79 15 $30,257.13 $-194,254.28
2024-04-02 00:00:00 BUY $143.54 14,373 $8,291,939.72 $2063.05 14,453 $8,281,939.72 $-15,674,339.17
2024-04-03 00:00:00 SELL $212.46 7 $109,506.75 $1.49 11 $99,506.75 $-271,060.25
2024-04-10 00:00:00 SELL $268.19 7 $21,285.26 $1.88 16 $11,285.26 $-10,312.81
2024-04-16 00:00:00 SELL $185.09 268 $5,415,600.62 $49.60 902 $5,405,600.62 $-10,917,232.81
2024-05-03 00:00:00 SELL $183.71 2 $46,940.91 $0.37 25 $36,940.91 $-165,213.51
2024-05-26 00:00:00 SELL $62.39 88 $190,837.12 $5.49 116 $180,837.12 $-602,985.69
2024-06-20 00:00:00 SELL $375.28 46 $183,428.36 $17.26 162 $173,428.36 $-775,543.63
2024-07-07 00:00:00 SELL $267.02 29 $246,485.91 $7.74 0 $236,485.91 $0.00
2024-08-07 00:00:00 SELL $214.40 202 $1,496,342.98 $43.31 380 $1,486,342.98 $-1,866,360.75
2024-09-05 00:00:00 BUY $257.23 1 $5,804.45 $0.26 20 $-4,195.55 $1,210.57
2024-09-10 00:00:00 SELL $476.55 1 $44,886.73 $0.48 3 $34,886.73 $-59,845.47
2024-10-25 00:00:00 BUY $404.91 1 $51,766.43 $0.40 1 $41,766.43 $-163,331.32
2024-10-28 00:00:00 SELL $179.56 291 $1,327,884.86 $52.25 441 $1,317,884.86 $-2,215,879.84
2024-11-10 00:00:00 SELL $303.61 10,725 $7,161,791.82 $3256.21 3,822 $7,151,791.82 $-11,553,548.19
2024-12-13 00:00:00 SELL $446.60 470 $10,138,937.93 $209.90 1,058 $10,128,937.93 $-17,276,367.91
2024-12-20 00:00:00 BUY $163.61 1,061 $1,959,939.60 $173.59 1,141 $1,949,939.60 $-8,177,368.90
2025-01-04 00:00:00 BUY $252.55 14,301 $25,535,460.42 $3611.77 40,570 $25,525,460.42 $-66,644,806.76
2025-01-15 00:00:00 SELL $351.21 1 $44,410.65 $0.35 4 $34,410.65 $-59,870.29
2025-03-03 00:00:00 BUY $480.88 51 $191,925.89 $24.52 126 $181,925.89 $-326,297.77
2025-03-14 00:00:00 SELL $443.23 5 $201,315.17 $2.22 83 $191,315.17 $-799,550.07
2025-03-27 00:00:00 SELL $342.17 2,746 $33,570,760.35 $939.61 6,091 $33,560,760.35 $-86,196,681.63
2025-05-28 00:00:00 SELL $271.76 1 $1,345,549.18 $0.27 0 $1,335,549.18 $0.00
2025-06-21 00:00:00 SELL $75.16 56 $51,574.89 $4.21 32 $41,574.89 $-129,928.27
2025-06-30 00:00:00 SELL $286.52 21 $5,540,188.37 $6.02 6 $5,530,188.37 $-11,082,467.01
2025-07-09 00:00:00 SELL $405.13 28 $1,554,378.15 $11.34 70 $1,544,378.15 $-1,919,474.71
2025-07-10 00:00:00 SELL $100.10 1,562 $14,329,521.64 $156.35 9,649 $14,319,521.64 $-30,500,759.56
SUMMARY (398 total orders) $14,329,521.64 $210333.28 - $32.46% -

WIP

Best: Improved Index Trend ⏰ 1d
PSR
0.465
Sharpe Ratio
1.136
Total Orders
58
Net Profit
17.74%
Average Win
19.75%
Average Loss
-3.25%
Annual Return
17.74%
Max Drawdown
-7.02%
Win Rate
0.3%
Profit/Loss Ratio
3.69
Alpha
0.121
Beta
1.738
Sortino Ratio
1.052
Total Fees
$4,156.93
Strategy Capacity
$1,039,625
Portfolio Turnover
1.53%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Improved Index Trend 1d 2.492 -12.6% -20.0% 0.6% 🏆 BEST
2 Weekly Breakout 1d 2.435 -16.1% -18.3% 0.5%
3 Long Short Term Memory Neural Network 1d 2.360 41.8% -18.5% 0.5%
4 Bollinger Bands 1d 2.341 74.6% -26.2% 0.7%
5 Decision Tree 1d 2.221 11.5% -16.7% 0.5%
6 Stable Mean Revert 1d 2.189 16.2% -19.9% 0.3%
7 Face The Train 1d 2.111 -1.5% -27.5% 0.5%
8 Decision Tree 3 1d 1.992 68.1% -14.8% 0.4%
9 Inside Day 1d 1.769 73.6% -6.3% 0.6%
10 Confident Trend 1d 1.614 72.6% -12.5% 0.3%
11 Svm Rnn 1d 1.559 31.3% -21.9% 0.7%
12 Buyandhold 1d 1.530 38.3% -8.5% 0.6%
13 Donchian Boyt 1d 1.518 28.7% -5.1% 0.3%
14 Support Vector Machines 1d 1.437 52.6% -18.3% 0.6%
15 Ais Micro Test Diversity Gap 1d 1.431 32.2% -29.1% 0.4%
16 Mfi 1d 1.324 47.6% -28.1% 0.6%
17 Adx 1d 1.296 57.0% -26.8% 0.7%
18 Donchian Channels Breakout 1d 1.249 73.2% -16.9% 0.5%
19 Lazy Trend Follower 1d 1.223 21.2% -5.5% 0.6%
20 Bitcoin 1d 1.217 0.5% -21.3% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2004-09-08 00:00:00 SELL $351.40 20 $30,601.35 $7.03 4 $20,601.35 $-44,607.49
2005-03-30 00:00:00 SELL $379.47 13 $16,042.92 $4.93 15 $6,042.92 $-6,786.33
2005-05-19 00:00:00 BUY $82.82 23 $9,740.94 $1.90 62 $-259.06 $-24,181.75
2005-06-19 00:00:00 BUY $341.78 12 $13,178.19 $4.10 23 $3,178.19 $-5,550.47
2005-10-24 00:00:00 SELL $76.19 1 $16,663.51 $0.08 0 $6,663.51 $0.00
2006-02-20 00:00:00 SELL $399.67 13 $20,635.46 $5.20 0 $10,635.46 $0.00
2007-10-31 00:00:00 SELL $344.99 2 $13,534.31 $0.69 14 $3,534.31 $-1,234.55
2008-02-16 00:00:00 BUY $283.67 1 $20,351.51 $0.28 1 $10,351.51 $-17,229.21
2008-03-29 00:00:00 SELL $362.84 6 $17,283.71 $2.18 11 $7,283.71 $-9,420.28
2008-04-12 00:00:00 SELL $121.09 1 $22,874.64 $0.12 12 $12,874.64 $-34,440.48
2008-07-13 00:00:00 SELL $412.99 1 $9,222.62 $0.41 0 $-777.38 $0.00
2008-08-17 00:00:00 SELL $226.90 10 $15,444.91 $2.27 13 $5,444.91 $-14,563.19
2009-02-26 00:00:00 SELL $209.32 11 $11,647.67 $2.30 39 $1,647.67 $-21,153.01
2009-04-03 00:00:00 SELL $318.96 2 $13,842.79 $0.64 10 $3,842.79 $-6,563.39
2009-06-05 00:00:00 BUY $228.03 24 $14,048.93 $5.47 33 $4,048.93 $-11,622.17
2010-06-20 00:00:00 SELL $360.70 25 $28,103.59 $9.02 4 $18,103.59 $-40,051.54
2010-07-17 00:00:00 SELL $94.75 1 $8,618.49 $0.09 2 $-1,381.51 $-3,238.30
2010-08-21 00:00:00 BUY $341.22 4 $12,682.66 $1.36 37 $2,682.66 $-11,994.43
2011-05-07 00:00:00 SELL $175.95 3 $19,527.02 $0.53 9 $9,527.02 $-17,563.44
2011-07-13 00:00:00 SELL $300.80 7 $30,325.44 $2.11 2 $20,325.44 $-49,412.30
2011-12-05 00:00:00 BUY $323.75 1 $27,779.52 $0.32 5 $17,779.52 $-39,875.61
2012-08-15 00:00:00 BUY $382.80 6 $9,222.98 $2.30 60 $-777.02 $-8,253.52
2013-02-15 00:00:00 SELL $171.36 5 $14,390.27 $0.86 9 $4,390.27 $-4,522.19
2013-05-15 00:00:00 SELL $191.74 1 $8,810.04 $0.19 1 $-1,189.96 $-3,236.05
2013-06-15 00:00:00 SELL $482.15 13 $12,845.01 $6.27 16 $2,845.01 $1,649.95
2013-06-29 00:00:00 BUY $466.57 2 $15,108.85 $0.93 17 $5,108.85 $-4,546.72
2013-08-24 00:00:00 SELL $128.86 9 $24,033.24 $1.16 3 $14,033.24 $-35,506.98
2013-10-21 00:00:00 BUY $287.88 12 $13,205.50 $3.45 12 $3,205.50 $-2,843.89
2015-04-11 00:00:00 SELL $222.86 8 $11,522.06 $1.78 54 $1,522.06 $-19,186.73
2015-07-29 00:00:00 SELL $366.87 3 $31,700.85 $1.10 1 $21,700.85 $-45,646.23
2016-04-10 00:00:00 SELL $197.17 2 $30,719.38 $0.39 0 $20,719.38 $0.00
2016-12-24 00:00:00 BUY $256.30 13 $9,347.45 $3.33 50 $-652.55 $-13,169.68
2017-01-28 00:00:00 BUY $122.77 11 $18,999.69 $1.35 12 $8,999.69 $-16,323.31
2017-05-14 00:00:00 BUY $151.41 18 $11,114.74 $2.73 28 $1,114.74 $-5,513.61
2018-10-19 00:00:00 SELL $261.44 8 $16,479.72 $2.09 1 $6,479.72 $-5,803.03
2020-01-29 00:00:00 BUY $383.19 1 $6,845.20 $0.38 65 $-3,154.80 $-10,603.10
2020-04-15 00:00:00 BUY $193.13 29 $19,095.11 $5.60 29 $9,095.11 $-30,292.85
2020-07-22 00:00:00 BUY $498.05 4 $7,228.77 $1.99 64 $-2,771.23 $-1,642.71
2020-10-04 00:00:00 SELL $372.35 1 $28,221.95 $0.37 9 $18,221.95 $-46,662.78
2020-11-03 00:00:00 BUY $220.79 19 $23,580.30 $4.20 24 $13,580.30 $-36,519.11
2021-01-22 00:00:00 BUY $233.97 1 $16,587.40 $0.23 1 $6,587.40 $-5,830.50
2021-09-02 00:00:00 BUY $72.69 42 $27,663.22 $3.05 42 $17,663.22 $-46,960.79
2022-07-31 00:00:00 SELL $150.54 13 $9,432.87 $1.96 0 $-567.13 $0.00
2022-12-05 00:00:00 BUY $400.08 10 $27,849.98 $4.00 10 $17,849.98 $-42,012.30
2023-03-14 00:00:00 SELL $342.23 1 $16,821.60 $0.34 0 $6,821.60 $0.00
2023-03-18 00:00:00 BUY $193.82 13 $7,477.85 $2.52 13 $-2,522.15 $2,519.63
2023-05-31 00:00:00 SELL $221.03 1 $22,753.67 $0.22 13 $12,753.67 $-33,020.12
2023-06-25 00:00:00 BUY $302.71 3 $8,523.84 $0.91 3 $-1,476.16 $-1,611.54
2024-09-16 00:00:00 BUY $90.92 29 $6,583.31 $2.64 29 $-3,416.69 $-791.12
2025-07-02 00:00:00 SELL $154.08 1 $31,854.78 $0.15 0 $21,854.78 $0.00
SUMMARY (52 total orders) $31,854.78 $123.89 - $17.74% -

MUB

Best: Wheel Strategy ⏰ 1d
PSR
0.451
Sharpe Ratio
1.435
Total Orders
228
Net Profit
43.47%
Average Win
34.40%
Average Loss
-4.90%
Annual Return
43.47%
Max Drawdown
-6.54%
Win Rate
0.3%
Profit/Loss Ratio
2.89
Alpha
-0.071
Beta
0.584
Sortino Ratio
0.620
Total Fees
$873.32
Strategy Capacity
$4,823,935
Portfolio Turnover
1.40%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.485 31.9% -18.7% 0.6% 🏆 BEST
2 Adx 1d 2.202 58.7% -24.0% 0.7%
3 Multi Layer Ema 1d 2.157 0.9% -5.7% 0.6%
4 Linear Regression 1d 2.103 62.1% -24.2% 0.6%
5 Stan Weinstein 1d 2.011 40.7% -17.4% 0.4%
6 Decision Tree 1d 1.902 20.3% -25.3% 0.6%
7 Face The Train 1d 1.901 4.5% -27.5% 0.5%
8 Confident Trend 1d 1.879 -12.2% -24.7% 0.4%
9 Inside Day 1d 1.820 59.6% -8.5% 0.4%
10 Turtle Trading 1d 1.801 2.9% -6.4% 0.5%
11 Mfi 1d 1.783 -1.5% -20.8% 0.6%
12 Long Short Term Memory Neural Network 1d 1.766 -12.1% -19.9% 0.3%
13 Pullback 1d 1.711 -16.5% -26.9% 0.6%
14 Decision Tree 2 1d 1.709 -12.1% -13.9% 0.3%
15 Ais Micro Test Diversity Gap 1d 1.689 -9.6% -16.6% 0.6%
16 Crude Oil 1d 1.680 24.4% -16.1% 0.4%
17 Neural Networks Recurrent Neural 1d 1.656 66.4% -8.3% 0.4%
18 Macd 1d 1.635 7.9% -25.7% 0.4%
19 Rnn Linear Regression 1d 1.488 72.4% -15.2% 0.5%
20 Improved Index Trend 1d 1.437 49.5% -9.1% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-04-24 00:00:00 SELL $313.17 2 $39,686.97 $0.63 5 $29,686.97 $-86,696.12
2020-05-09 00:00:00 SELL $64.93 12 $43,441.64 $0.78 3 $33,441.64 $-220,560.18
2020-05-29 00:00:00 BUY $388.45 13 $21,839.59 $5.05 59 $11,839.59 $-256,765.14
2020-06-14 00:00:00 SELL $252.99 4 $43,885.07 $1.01 11 $33,885.07 $-213,106.69
2020-06-16 00:00:00 BUY $479.16 24 $32,969.57 $11.50 25 $22,969.57 $-210,400.75
2020-08-28 00:00:00 SELL $387.58 9 $14,258.84 $3.49 4 $4,258.84 $-13,990.46
2020-10-14 00:00:00 SELL $103.92 35 $42,608.82 $3.64 20 $32,608.82 $-213,811.15
2020-12-11 00:00:00 BUY $204.05 60 $32,230.27 $12.24 65 $22,230.27 $-109,641.95
2021-03-30 00:00:00 BUY $156.87 39 $17,769.61 $6.12 199 $7,769.61 $-317,691.06
2021-05-16 00:00:00 SELL $408.44 1 $33,281.48 $0.41 0 $23,281.48 $0.00
2021-05-31 00:00:00 SELL $458.43 14 $37,077.38 $6.42 3 $27,077.38 $-333,445.37
2021-07-15 00:00:00 SELL $444.67 1 $30,992.66 $0.44 5 $20,992.66 $-298,388.74
2021-08-15 00:00:00 SELL $262.35 31 $22,083.69 $8.13 24 $12,083.69 $-43,040.61
2021-09-21 00:00:00 SELL $478.61 4 $56,220.74 $1.91 18 $46,220.74 $-168,952.43
2021-10-04 00:00:00 SELL $175.67 7 $26,070.91 $1.23 2 $16,070.91 $-58,316.01
2021-10-06 00:00:00 BUY $499.29 20 $50,665.85 $9.99 20 $40,665.85 $-167,581.78
2021-10-09 00:00:00 SELL $350.49 9 $28,572.74 $3.15 7 $18,572.74 $-291,362.32
2022-03-14 00:00:00 SELL $147.02 2 $22,377.44 $0.29 22 $12,377.44 $-46,102.60
2022-03-17 00:00:00 SELL $197.00 28 $55,845.24 $5.52 14 $45,845.24 $-173,273.95
2022-04-13 00:00:00 SELL $397.26 9 $39,748.26 $3.58 20 $29,748.26 $-101,783.35
2022-05-02 00:00:00 BUY $306.26 10 $28,357.49 $3.06 22 $18,357.49 $-325,020.29
2022-05-31 00:00:00 BUY $118.66 49 $22,750.39 $5.81 49 $12,750.39 $-263,963.18
2022-06-09 00:00:00 BUY $302.02 4 $32,603.05 $1.21 4 $22,603.05 $-322,109.36
2022-07-02 00:00:00 SELL $125.75 38 $24,152.48 $4.78 32 $14,152.48 $-243,432.70
2022-07-09 00:00:00 BUY $384.69 2 $7,710.66 $0.77 21 $-2,289.34 $6,196.07
2022-08-19 00:00:00 SELL $447.29 1 $33,812.34 $0.45 0 $23,812.34 $0.00
2022-09-03 00:00:00 BUY $160.57 14 $50,334.74 $2.25 42 $40,334.74 $-167,039.84
2022-10-10 00:00:00 SELL $419.94 22 $31,606.80 $9.24 0 $21,606.80 $0.00
2022-10-24 00:00:00 SELL $186.89 7 $10,904.07 $1.31 1 $904.07 $-23,644.61
2022-10-27 00:00:00 SELL $138.32 10 $24,662.77 $1.38 12 $14,662.77 $-57,007.51
2023-01-09 00:00:00 BUY $237.72 18 $13,231.38 $4.28 18 $3,231.38 $-29,556.01
2023-01-29 00:00:00 BUY $270.81 6 $41,815.15 $1.62 9 $31,815.15 $-218,317.66
2023-03-28 00:00:00 BUY $115.31 64 $18,510.90 $7.38 81 $8,510.90 $-296,361.44
2023-06-02 00:00:00 BUY $200.12 67 $37,244.28 $13.41 87 $27,244.28 $-170,142.68
2023-06-08 00:00:00 SELL $188.63 9 $32,652.93 $1.70 6 $22,652.93 $-78,286.56
2023-12-10 00:00:00 SELL $438.55 4 $16,011.26 $1.75 0 $6,011.26 $0.00
2023-12-12 00:00:00 BUY $395.08 16 $26,641.90 $6.32 41 $16,641.90 $-217,681.19
2024-05-23 00:00:00 BUY $397.17 10 $23,893.69 $3.97 160 $13,893.69 $-281,390.22
2024-07-03 00:00:00 SELL $287.60 11 $29,273.06 $3.16 14 $19,273.06 $-292,247.11
2024-07-12 00:00:00 BUY $197.62 24 $36,176.49 $4.74 29 $26,176.49 $-99,254.82
2024-07-14 00:00:00 SELL $318.12 1 $17,087.13 $0.32 1 $7,087.13 $-33,516.85
2024-07-26 00:00:00 SELL $404.66 3 $40,877.73 $1.21 0 $30,877.73 $0.00
2024-08-04 00:00:00 BUY $499.21 3 $30,107.66 $1.50 3 $20,107.66 $-47,839.43
2024-08-05 00:00:00 SELL $359.84 9 $19,187.37 $3.24 2 $9,187.37 $-43,312.44
2024-08-14 00:00:00 BUY $347.53 14 $39,014.82 $4.87 25 $29,014.82 $-207,201.36
2024-08-16 00:00:00 SELL $83.16 1 $26,414.77 $0.08 0 $16,414.77 $0.00
2024-11-08 00:00:00 BUY $147.59 3 $9,556.79 $0.44 3 $-443.21 $442.77
2025-01-28 00:00:00 SELL $102.21 4 $36,447.32 $0.41 13 $26,447.32 $-98,720.43
2025-06-07 00:00:00 BUY $259.54 18 $25,736.82 $4.67 32 $15,736.82 $-318,781.17
2025-06-30 00:00:00 SELL $373.84 1 $30,413.14 $0.37 14 $20,413.14 $-321,852.56
SUMMARY (209 total orders) $30,413.14 $743.32 - $43.47% -

VMBS

Best: Bullish Engulfing ⏰ 1d
PSR
0.709
Sharpe Ratio
0.965
Total Orders
372
Net Profit
36.92%
Average Win
19.50%
Average Loss
-4.18%
Annual Return
36.92%
Max Drawdown
-17.95%
Win Rate
0.3%
Profit/Loss Ratio
7.53
Alpha
-0.035
Beta
0.807
Sortino Ratio
1.261
Total Fees
$3,239.14
Strategy Capacity
$4,071,909
Portfolio Turnover
2.39%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bullish Engulfing 1d 2.445 25.1% -14.9% 0.5% 🏆 BEST
2 Adx 1d 2.418 -1.1% -27.1% 0.6%
3 Macd 1d 2.411 -5.5% -20.5% 0.4%
4 Pullback 1d 2.395 33.1% -5.5% 0.5%
5 Long Short Term Memory Neural Network 1d 2.266 1.5% -8.3% 0.5%
6 Decision Tree 3 1d 2.251 20.7% -17.3% 0.4%
7 Stable Mean Revert 1d 2.147 -0.6% -25.6% 0.7%
8 Stan Weinstein 1d 2.028 7.8% -16.9% 0.3%
9 Linear Regression 1d 1.860 35.4% -18.0% 0.5%
10 Rsi 1d 1.722 31.0% -17.0% 0.6%
11 Larry Williams 1d 1.711 -14.6% -12.5% 0.3%
12 Multi Layer Ema 1d 1.629 49.5% -17.9% 0.6%
13 Machine Learning Rsi 1d 1.431 -16.0% -25.9% 0.4%
14 Ride The Aggression 1d 1.413 70.9% -25.3% 0.5%
15 Linear Regression Pca 1d 1.408 72.8% -14.2% 0.4%
16 Neural Networks Recurrent Neural 1d 1.380 77.6% -7.7% 0.3%
17 Ais Micro Test Diversity Gap 1d 1.289 7.5% -26.4% 0.5%
18 Trend Risk Protection 1d 1.200 -10.9% -17.0% 0.7%
19 Svm Rnn 1d 1.190 44.6% -25.3% 0.5%
20 Bollinger Bands 1d 1.169 72.7% -25.7% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-12-20 00:00:00 BUY $274.55 21 $574,821.08 $5.77 367 $564,821.08 $-2,496,001.82
2023-01-28 00:00:00 BUY $203.41 37 $28,078.06 $7.53 37 $18,078.06 $-36,257.74
2023-01-30 00:00:00 SELL $444.73 28 $725,344.94 $12.45 12 $715,344.94 $-2,597,191.17
2023-02-20 00:00:00 SELL $317.99 1 $82,812.90 $0.32 1 $72,812.90 $-471,964.87
2023-03-28 00:00:00 SELL $335.06 11 $101,498.44 $3.69 8 $91,498.44 $-310,051.26
2023-04-08 00:00:00 BUY $442.68 37 $65,194.31 $16.38 37 $55,194.31 $-363,141.84
2023-05-20 00:00:00 BUY $418.04 21 $83,433.69 $8.78 228 $73,433.69 $-1,204,774.96
2023-07-18 00:00:00 SELL $54.99 127 $154,496.57 $6.98 6 $144,496.57 $-1,415,155.04
2023-07-21 00:00:00 SELL $403.87 786 $690,147.50 $317.44 27 $680,147.50 $-2,002,093.29
2023-07-28 00:00:00 SELL $335.83 558 $647,281.77 $187.39 531 $637,281.77 $-2,075,856.98
2023-08-03 00:00:00 BUY $396.77 110 $373,136.12 $43.64 137 $363,136.12 $-1,614,424.73
2023-08-07 00:00:00 SELL $83.57 2 $12,392.39 $0.17 0 $2,392.39 $0.00
2023-08-20 00:00:00 SELL $460.38 17 $82,225.03 $7.83 6 $72,225.03 $-469,520.57
2023-08-22 00:00:00 SELL $460.27 1 $139,310.54 $0.46 43 $129,310.54 $-823,735.58
2023-08-23 00:00:00 BUY $70.21 89 $28,550.88 $6.25 89 $18,550.88 $-150,385.79
2023-08-27 00:00:00 SELL $433.02 374 $409,490.61 $161.95 137 $399,490.61 $-1,552,252.26
2023-08-30 00:00:00 SELL $119.56 18 $445,489.13 $2.15 7 $435,489.13 $-1,937,641.31
2023-09-14 00:00:00 BUY $472.32 31 $196,899.52 $14.64 81 $186,899.52 $-962,926.44
2023-09-19 00:00:00 BUY $145.29 14 $26,041.96 $2.03 51 $16,041.96 $-43,900.30
2023-10-22 00:00:00 SELL $285.30 8 $171,563.99 $2.28 15 $161,563.99 $-1,213,622.79
2023-12-04 00:00:00 SELL $455.84 11 $140,841.41 $5.01 6 $130,841.41 $-862,088.24
2023-12-06 00:00:00 BUY $192.19 62 $43,326.83 $11.92 62 $33,326.83 $-45,469.79
2023-12-16 00:00:00 SELL $270.28 104 $406,995.69 $28.11 57 $396,995.69 $-1,747,490.07
2024-01-05 00:00:00 BUY $421.80 21 $150,274.32 $8.86 75 $140,274.32 $-716,283.82
2024-01-17 00:00:00 BUY $348.87 81 $91,544.29 $28.26 105 $81,544.29 $-178,615.08
2024-02-06 00:00:00 SELL $368.97 174 $190,087.40 $64.20 72 $180,087.40 $-920,177.06
2024-02-24 00:00:00 SELL $436.80 2 $334,243.90 $0.87 79 $324,243.90 $-1,490,616.51
2024-03-29 00:00:00 SELL $324.19 3 $138,850.73 $0.97 44 $128,850.73 $-829,262.85
2024-05-16 00:00:00 BUY $442.75 15 $77,511.16 $6.64 63 $67,511.16 $-306,726.20
2024-05-25 00:00:00 SELL $152.17 19 $35,581.30 $2.89 24 $25,581.30 $-143,787.59
2024-06-15 00:00:00 SELL $339.12 150 $139,502.28 $50.87 152 $129,502.28 $-462,103.42
2024-06-25 00:00:00 SELL $417.79 531 $312,011.74 $221.85 124 $302,011.74 $-1,473,317.66
2024-06-29 00:00:00 SELL $327.49 27 $77,649.36 $8.84 82 $67,649.36 $-411,434.37
2024-09-08 00:00:00 SELL $54.89 43 $460,330.45 $2.36 880 $450,330.45 $-2,441,641.82
2024-09-16 00:00:00 SELL $456.13 1 $447,615.22 $0.46 0 $437,615.22 $0.00
2024-10-04 00:00:00 SELL $496.60 3 $729,508.33 $1.49 3 $719,508.33 $-2,601,038.15
2024-10-26 00:00:00 BUY $74.64 163 $49,446.98 $12.17 164 $39,446.98 $-168,727.78
2024-11-07 00:00:00 BUY $450.41 103 $128,227.05 $46.39 145 $118,227.05 $-577,128.23
2024-12-03 00:00:00 BUY $425.60 29 $41,469.60 $12.34 69 $31,469.60 $-137,754.87
2024-12-09 00:00:00 SELL $321.98 21 $25,565.07 $6.76 23 $15,565.07 $-36,378.39
2025-01-19 00:00:00 BUY $376.19 4 $60,926.22 $1.50 4 $50,926.22 $-177,958.96
2025-02-07 00:00:00 SELL $362.61 2 $175,758.42 $0.73 6 $165,758.42 $-1,207,510.86
2025-03-02 00:00:00 BUY $346.71 304 $503,562.39 $105.40 814 $493,562.39 $-2,055,776.04
2025-03-08 00:00:00 SELL $464.18 820 $900,055.07 $380.63 332 $890,055.07 $-2,657,916.04
2025-04-07 00:00:00 SELL $324.11 3 $176,729.77 $0.97 3 $166,729.77 $-1,208,714.20
2025-04-22 00:00:00 SELL $360.12 69 $164,325.69 $24.85 83 $154,325.69 $-483,760.20
2025-04-28 00:00:00 SELL $246.73 1 $170,769.85 $0.25 6 $160,769.85 $-593,123.24
2025-06-10 00:00:00 SELL $173.98 10 $191,825.42 $1.74 62 $181,825.42 $-935,956.21
2025-06-17 00:00:00 SELL $230.07 65 $409,727.06 $14.95 58 $399,727.06 $-1,655,438.22
2025-07-20 00:00:00 BUY $317.07 46 $143,521.74 $14.59 49 $133,521.74 $-802,462.77
SUMMARY (356 total orders) $143,521.74 $7031.49 - $36.92% -

VCSH

Best: Face The Train ⏰ 1d
PSR
0.675
Sharpe Ratio
0.756
Total Orders
217
Net Profit
46.71%
Average Win
15.99%
Average Loss
-4.66%
Annual Return
46.71%
Max Drawdown
-5.44%
Win Rate
0.4%
Profit/Loss Ratio
3.50
Alpha
0.135
Beta
1.153
Sortino Ratio
0.452
Total Fees
$3,202.06
Strategy Capacity
$1,626,375
Portfolio Turnover
0.81%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Face The Train 1d 2.479 48.7% -7.8% 0.7% 🏆 BEST
2 Support Vector Machines 1d 2.457 16.9% -7.7% 0.3%
3 Ride The Aggression 1d 2.448 -14.4% -28.9% 0.6%
4 Bullish Engulfing 1d 2.415 79.6% -14.0% 0.4%
5 Machine Learning Rsi 1d 2.385 18.9% -5.3% 0.5%
6 Linear Regression Pca 1d 2.374 56.5% -9.1% 0.6%
7 Pullback 1d 2.334 33.7% -9.0% 0.5%
8 Donchian Channels Breakout 1d 2.294 32.7% -8.4% 0.5%
9 Ais Micro Test Diversity Gap 1d 2.212 -3.0% -14.5% 0.6%
10 Decision Tree 2 1d 2.137 10.4% -16.2% 0.5%
11 Macd 1d 2.069 0.7% -22.5% 0.5%
12 Lazy Trend Follower 1d 1.941 31.8% -22.8% 0.7%
13 Rnn Linear Regression 1d 1.937 31.7% -14.4% 0.5%
14 Crude Oil 1d 1.625 64.5% -6.8% 0.4%
15 Weekly Breakout 1d 1.511 25.9% -20.7% 0.4%
16 Adx 1d 1.435 11.9% -29.9% 0.5%
17 Rsi 1d 1.334 51.4% -8.5% 0.4%
18 Confident Trend 1d 1.325 -2.9% -28.7% 0.6%
19 Counter Punsh 1d 1.318 30.1% -8.6% 0.6%
20 Buyandhold 1d 1.286 46.7% -5.8% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-07-18 00:00:00 SELL $289.97 129 $75,997.27 $37.41 57 $65,997.27 $-145,236.71
2019-08-21 00:00:00 SELL $106.59 10 $79,449.53 $1.07 16 $69,449.53 $-183,154.36
2019-10-18 00:00:00 BUY $335.03 5 $11,302.02 $1.68 13 $1,302.02 $-29,191.67
2019-12-12 00:00:00 BUY $216.50 11 $6,036.34 $2.38 14 $-3,963.66 $-10,461.11
2019-12-28 00:00:00 BUY $494.01 1 $56,719.80 $0.49 29 $46,719.80 $-122,718.13
2020-02-15 00:00:00 SELL $188.74 22 $219,596.78 $4.15 65 $209,596.78 $-573,088.91
2020-03-09 00:00:00 SELL $340.45 4 $12,104.77 $1.36 4 $2,104.77 $-21,707.49
2020-10-07 00:00:00 BUY $132.48 21 $6,510.47 $2.78 33 $-3,489.53 $-36,700.01
2020-11-22 00:00:00 SELL $125.26 2 $22,718.54 $0.25 1 $12,718.54 $-52,505.65
2020-11-27 00:00:00 SELL $98.40 8 $9,892.31 $0.79 1 $-107.69 $-9,806.30
2020-11-29 00:00:00 BUY $346.61 2 $6,827.48 $0.69 10 $-3,172.52 $-9,332.77
2021-02-05 00:00:00 BUY $257.63 9 $8,050.20 $2.32 9 $-1,949.80 $-2,704.11
2021-04-04 00:00:00 BUY $130.57 14 $20,569.98 $1.83 24 $10,569.98 $-85,778.86
2021-05-27 00:00:00 BUY $86.57 43 $20,100.19 $3.72 70 $10,100.19 $-59,811.08
2021-07-12 00:00:00 SELL $475.93 14 $13,474.84 $6.66 15 $3,474.84 $-22,450.83
2021-10-06 00:00:00 BUY $230.50 9 $28,270.59 $2.07 15 $18,270.59 $-55,899.20
2021-10-13 00:00:00 BUY $358.47 1 $4,286.36 $0.36 42 $-5,713.64 $-30,661.66
2021-12-14 00:00:00 SELL $453.95 46 $55,488.24 $20.88 12 $45,488.24 $-118,409.51
2022-04-10 00:00:00 SELL $484.16 4 $8,234.18 $1.94 7 $-1,765.82 $-13,558.08
2022-04-10 00:00:00 SELL $189.52 4 $136,959.27 $0.76 6 $126,959.27 $-288,978.52
2022-04-13 00:00:00 BUY $299.83 10 $24,184.01 $3.00 94 $14,184.01 $-76,755.50
2022-07-16 00:00:00 SELL $145.77 6 $21,621.97 $0.87 13 $11,621.97 $-87,017.63
2022-07-23 00:00:00 BUY $174.24 5 $9,286.28 $0.87 14 $-713.72 $-23,813.90
2022-07-29 00:00:00 SELL $62.77 14 $119,527.51 $0.88 93 $109,527.51 $-303,893.28
2022-08-31 00:00:00 SELL $259.54 3 $22,399.82 $0.78 10 $12,399.82 $-86,317.17
2022-11-20 00:00:00 SELL $355.77 2 $40,690.22 $0.71 14 $30,690.22 $-104,723.47
2022-11-26 00:00:00 BUY $470.05 3 $22,468.27 $1.41 3 $12,468.27 $-49,810.60
2022-12-20 00:00:00 SELL $180.80 20 $106,178.47 $3.62 96 $96,178.47 $-365,203.89
2023-02-22 00:00:00 SELL $219.98 6 $136,201.94 $1.32 10 $126,201.94 $-287,915.89
2023-04-30 00:00:00 SELL $168.06 263 $89,542.16 $44.20 85 $79,542.16 $-254,421.89
2023-05-09 00:00:00 SELL $469.94 1 $26,815.82 $0.47 1 $16,815.82 $-55,807.72
2023-06-10 00:00:00 SELL $280.78 51 $78,384.66 $14.32 26 $68,384.66 $-177,559.69
2023-08-02 00:00:00 BUY $482.70 66 $102,252.66 $31.86 67 $92,252.66 $-288,886.37
2023-08-06 00:00:00 BUY $383.56 8 $10,274.01 $3.07 8 $274.01 $-20,000.79
2023-09-20 00:00:00 BUY $122.07 168 $58,921.86 $20.51 184 $48,921.86 $-162,399.63
2023-10-21 00:00:00 SELL $491.22 103 $215,448.60 $50.60 87 $205,448.60 $-542,621.38
2023-11-23 00:00:00 BUY $333.85 1 $8,956.47 $0.33 1 $-1,043.53 $-7,007.56
2024-01-17 00:00:00 SELL $208.58 2 $9,715.08 $0.42 1 $-284.92 $-10,398.81
2024-01-25 00:00:00 SELL $216.66 841 $348,295.75 $182.21 150 $338,295.75 $-618,888.56
2024-01-29 00:00:00 SELL $189.39 4 $8,990.98 $0.76 3 $-1,009.02 $-16,379.03
2024-02-23 00:00:00 SELL $112.53 2 $9,290.66 $0.23 0 $-709.34 $0.00
2024-04-03 00:00:00 BUY $287.53 3 $9,295.32 $0.86 12 $-704.68 $-36,758.88
2024-05-01 00:00:00 BUY $427.68 54 $62,693.18 $23.09 88 $52,693.18 $-124,129.67
2024-07-15 00:00:00 SELL $356.42 2 $19,747.82 $0.71 34 $9,747.82 $-87,601.02
2024-07-16 00:00:00 SELL $295.37 1 $16,487.82 $0.30 0 $6,487.82 $0.00
2024-07-31 00:00:00 SELL $117.99 174 $102,566.16 $20.53 116 $92,566.16 $-368,873.06
2024-11-26 00:00:00 SELL $438.79 1 $21,541.46 $0.44 15 $11,541.46 $-81,538.40
2024-12-31 00:00:00 SELL $194.09 2 $55,011.77 $0.39 35 $45,011.77 $-126,021.28
2025-03-08 00:00:00 SELL $115.33 2 $388,203.17 $0.23 11 $378,203.17 $-650,118.81
2025-07-19 00:00:00 SELL $148.08 5 $33,977.01 $0.74 4 $23,977.01 $-69,402.99
SUMMARY (202 total orders) $33,977.01 $1685.25 - $46.71% -

VCLT

Best: Decision Tree 3 ⏰ 1d
PSR
0.548
Sharpe Ratio
1.753
Total Orders
116
Net Profit
41.18%
Average Win
30.32%
Average Loss
-2.71%
Annual Return
41.18%
Max Drawdown
-14.58%
Win Rate
0.6%
Profit/Loss Ratio
7.69
Alpha
-0.043
Beta
1.672
Sortino Ratio
1.697
Total Fees
$1,887.42
Strategy Capacity
$1,787,241
Portfolio Turnover
2.14%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.499 47.4% -18.9% 0.7% 🏆 BEST
2 Face The Train 1d 2.498 37.5% -23.7% 0.3%
3 Weekly Breakout 1d 2.488 44.6% -29.0% 0.5%
4 Linear Regression 1d 2.394 45.9% -17.0% 0.7%
5 Turtle Trading 1d 2.375 3.7% -24.0% 0.4%
6 Donchian Channels Breakout 1d 2.349 11.0% -15.1% 0.3%
7 Stan Weinstein 1d 2.268 60.0% -28.6% 0.3%
8 Support Vector Machines 1d 2.227 34.9% -11.2% 0.6%
9 Ais Micro Test Diversity Gap 1d 2.185 67.5% -12.1% 0.5%
10 Counter Punsh 1d 2.152 -0.7% -25.0% 0.6%
11 Crude Oil 1d 2.099 51.3% -26.6% 0.4%
12 Inside Day 1d 1.980 60.4% -12.1% 0.5%
13 Rnn Linear Regression 1d 1.882 2.5% -27.6% 0.6%
14 Larry Williams 1d 1.879 20.1% -11.9% 0.5%
15 Decision Tree 2 1d 1.850 72.0% -13.5% 0.6%
16 Rsi 1d 1.826 49.9% -21.3% 0.6%
17 Confident Trend 1d 1.817 36.6% -28.6% 0.3%
18 Mfi 1d 1.803 57.8% -7.4% 0.5%
19 Lazy Trend Follower 1d 1.646 13.6% -10.2% 0.6%
20 Macd 1d 1.626 6.4% -5.6% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2013-12-19 00:00:00 BUY $201.46 13 $12,387.92 $2.62 13 $2,387.92 $-41,702.47
2014-02-19 00:00:00 BUY $243.86 4 $6,193.81 $0.98 15 $-3,806.19 $-13,707.18
2014-05-15 00:00:00 SELL $149.88 2 $11,207.39 $0.30 0 $1,207.39 $0.00
2014-10-30 00:00:00 SELL $388.94 1 $8,643.96 $0.39 0 $-1,356.04 $0.00
2014-11-06 00:00:00 SELL $315.32 2 $12,536.26 $0.63 0 $2,536.26 $0.00
2014-11-09 00:00:00 SELL $153.30 1 $13,573.71 $0.15 0 $3,573.71 $0.00
2015-01-13 00:00:00 SELL $482.77 6 $10,873.03 $2.90 20 $873.03 $-34,666.05
2015-06-02 00:00:00 SELL $175.19 7 $10,031.90 $1.23 10 $31.90 $-34,170.92
2015-06-06 00:00:00 BUY $246.85 5 $7,802.40 $1.23 11 $-2,197.60 $-17,455.61
2015-06-06 00:00:00 BUY $216.76 7 $13,983.12 $1.52 13 $3,983.12 $-47,895.18
2015-09-08 00:00:00 BUY $381.33 4 $6,697.51 $1.53 5 $-3,302.49 $-10,621.29
2015-10-06 00:00:00 BUY $419.81 6 $15,501.93 $2.52 6 $5,501.93 $-45,675.30
2015-10-27 00:00:00 BUY $439.46 3 $5,271.62 $1.32 9 $-4,728.38 $-7,254.39
2016-01-05 00:00:00 SELL $74.68 8 $9,533.05 $0.60 3 $-466.95 $-838.70
2016-04-28 00:00:00 SELL $110.67 5 $11,906.25 $0.55 2 $1,906.25 $-35,701.53
2016-10-11 00:00:00 SELL $443.19 2 $13,273.43 $0.89 11 $3,273.43 $-42,065.26
2016-12-27 00:00:00 SELL $308.84 1 $7,101.67 $0.31 6 $-2,898.33 $-24,058.71
2017-02-07 00:00:00 SELL $203.58 1 $9,975.57 $0.20 22 $-24.43 $-37,848.44
2017-04-05 00:00:00 BUY $202.38 8 $7,170.23 $1.62 11 $-2,829.77 $-13,519.94
2017-07-10 00:00:00 BUY $78.58 7 $9,449.38 $0.55 7 $-550.62 $550.07
2017-07-28 00:00:00 BUY $349.70 7 $5,929.79 $2.45 12 $-4,070.21 $-537.07
2017-08-30 00:00:00 BUY $176.42 1 $5,578.20 $0.18 17 $-4,421.80 $-16,995.42
2017-11-16 00:00:00 SELL $211.53 1 $8,255.41 $0.21 1 $-1,744.59 $-23,851.24
2018-08-21 00:00:00 SELL $314.83 11 $9,037.88 $3.46 6 $-962.12 $-18,281.95
2019-01-09 00:00:00 BUY $452.26 3 $8,247.96 $1.36 5 $-1,752.04 $794.11
2019-03-20 00:00:00 BUY $128.17 4 $8,936.21 $0.51 11 $-1,063.79 $859.76
2019-08-21 00:00:00 SELL $60.42 22 $13,953.90 $1.33 2 $3,953.90 $-54,157.91
2020-05-13 00:00:00 BUY $153.18 6 $6,591.33 $0.92 6 $-3,408.67 $-9,371.39
2020-11-24 00:00:00 BUY $236.37 8 $6,302.75 $1.89 13 $-3,697.25 $-24,668.58
2021-02-19 00:00:00 BUY $123.01 5 $8,380.14 $0.62 5 $-1,619.86 $-3,503.40
2021-05-04 00:00:00 SELL $78.94 5 $10,321.42 $0.39 9 $321.42 $-37,818.90
2021-06-20 00:00:00 SELL $282.59 1 $15,009.49 $0.28 0 $5,009.49 $0.00
2021-09-13 00:00:00 BUY $124.19 33 $9,791.53 $4.10 44 $-208.47 $-55,328.43
2022-01-01 00:00:00 SELL $387.78 8 $13,420.56 $3.10 1 $3,420.56 $-38,141.60
2022-01-17 00:00:00 SELL $141.30 1 $8,996.26 $0.14 0 $-1,003.74 $0.00
2022-03-01 00:00:00 SELL $383.12 6 $7,568.04 $2.30 3 $-2,431.96 $-11,378.56
2022-03-24 00:00:00 SELL $121.88 11 $12,727.67 $1.34 16 $2,727.67 $-64,183.25
2022-04-23 00:00:00 SELL $436.32 2 $18,023.31 $0.87 0 $8,023.31 $0.00
2022-04-28 00:00:00 SELL $257.94 1 $14,676.54 $0.26 6 $4,676.54 $-50,682.72
2022-12-07 00:00:00 BUY $430.85 2 $11,769.25 $0.86 25 $1,769.25 $-54,119.95
2023-02-22 00:00:00 SELL $207.06 7 $8,535.44 $1.45 1 $-1,464.56 $-6,974.32
2023-03-03 00:00:00 SELL $229.65 1 $10,794.91 $0.23 1 $794.91 $-31,983.42
2023-03-21 00:00:00 BUY $102.42 20 $7,772.08 $2.05 20 $-2,227.92 $-27,583.87
2023-05-01 00:00:00 BUY $316.43 11 $13,893.93 $3.48 11 $3,893.93 $-53,831.34
2023-10-07 00:00:00 SELL $244.71 3 $11,606.43 $0.73 17 $1,606.43 $-40,161.28
2023-11-20 00:00:00 BUY $182.96 10 $5,270.24 $1.83 16 $-4,729.76 $-22,984.39
2023-12-31 00:00:00 SELL $342.30 1 $7,910.00 $0.34 2 $-2,090.00 $-11,843.32
2024-06-27 00:00:00 BUY $417.92 3 $12,018.40 $1.25 14 $2,018.40 $-41,089.45
2025-04-25 00:00:00 BUY $264.14 7 $6,793.14 $1.85 7 $-3,206.86 $-22,213.80
2025-07-22 00:00:00 SELL $277.11 1 $17,001.84 $0.28 3 $7,001.84 $-56,480.76
SUMMARY (102 total orders) $17,001.84 $138.37 - $41.18% -

VGSH

Best: Stan Weinstein ⏰ 1d
PSR
0.919
Sharpe Ratio
0.842
Total Orders
121
Net Profit
22.85%
Average Win
22.74%
Average Loss
-3.25%
Annual Return
22.85%
Max Drawdown
-24.14%
Win Rate
0.4%
Profit/Loss Ratio
2.77
Alpha
0.133
Beta
1.760
Sortino Ratio
0.310
Total Fees
$4,844.70
Strategy Capacity
$2,608,615
Portfolio Turnover
0.70%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stan Weinstein 1d 2.478 13.9% -13.7% 0.5% 🏆 BEST
2 Weekly Breakout 1d 2.458 35.8% -6.0% 0.5%
3 Decision Tree 2 1d 2.448 2.5% -28.4% 0.6%
4 Trend Risk Protection 1d 2.236 55.5% -25.5% 0.3%
5 Svm Rnn 1d 2.178 37.8% -23.8% 0.4%
6 Mfi 1d 2.161 43.0% -12.5% 0.4%
7 Pullback 1d 2.111 20.4% -29.0% 0.6%
8 Ride The Aggression 1d 1.957 45.0% -25.8% 0.6%
9 Bitcoin 1d 1.901 49.3% -28.2% 0.4%
10 Counter Punsh 1d 1.850 2.1% -24.4% 0.4%
11 Macd 1d 1.817 -17.8% -11.0% 0.5%
12 Bollinger Bands 1d 1.779 16.6% -23.5% 0.6%
13 Decision Tree 3 1d 1.756 50.1% -26.8% 0.3%
14 Bullish Engulfing 1d 1.755 9.0% -21.1% 0.4%
15 Donchian Boyt 1d 1.708 67.5% -29.4% 0.5%
16 Multi Layer Ema 1d 1.703 67.6% -21.4% 0.5%
17 Neural Networks Recurrent Neural 1d 1.665 64.1% -9.8% 0.7%
18 Rnn Linear Regression 1d 1.537 34.6% -22.6% 0.5%
19 Crude Oil 1d 1.522 -4.9% -28.9% 0.4%
20 Long Short Term Memory Neural Network 1d 1.510 31.0% -9.7% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2015-11-12 00:00:00 BUY $232.69 32 $19,085.94 $7.45 35 $9,085.94 $-61,257.84
2016-01-29 00:00:00 SELL $496.45 16 $41,314.76 $7.94 0 $31,314.76 $0.00
2016-03-04 00:00:00 BUY $273.49 5 $11,311.74 $1.37 8 $1,311.74 $-3,631.56
2016-04-27 00:00:00 SELL $303.07 2 $20,098.37 $0.61 16 $10,098.37 $-61,773.92
2016-05-06 00:00:00 SELL $418.61 7 $23,025.70 $2.93 9 $13,025.70 $-62,855.48
2016-06-01 00:00:00 BUY $371.91 2 $23,960.97 $0.74 3 $13,960.97 $-39,032.85
2016-06-27 00:00:00 SELL $421.69 6 $13,553.98 $2.53 7 $3,553.98 $-7,136.73
2016-09-12 00:00:00 BUY $342.80 3 $18,056.53 $1.03 38 $8,056.53 $-63,821.72
2016-11-13 00:00:00 SELL $324.65 1 $98,076.27 $0.32 0 $88,076.27 $0.00
2016-12-03 00:00:00 BUY $116.89 22 $8,042.16 $2.57 48 $-1,957.84 $-7,615.35
2016-12-16 00:00:00 SELL $207.60 1 $96,493.40 $0.21 31 $86,493.40 $-175,355.91
2017-07-07 00:00:00 BUY $298.59 94 $73,062.70 $28.07 94 $63,062.70 $-154,138.16
2017-07-26 00:00:00 SELL $298.72 2 $97,751.95 $0.60 1 $87,751.95 $-178,748.92
2017-10-01 00:00:00 BUY $208.31 11 $60,727.28 $2.29 44 $50,727.28 $-221,143.43
2017-12-03 00:00:00 SELL $469.38 3 $9,302.51 $1.41 5 $-697.49 $244.75
2017-12-20 00:00:00 BUY $276.74 18 $32,411.58 $4.98 45 $22,411.58 $-102,166.28
2018-02-02 00:00:00 BUY $493.42 2 $80,702.78 $0.99 70 $70,702.78 $-131,888.59
2018-02-19 00:00:00 BUY $477.30 2 $11,042.23 $0.95 9 $1,042.23 $-569.16
2018-04-27 00:00:00 BUY $458.71 13 $22,729.79 $5.96 178 $12,729.79 $-52,111.14
2018-06-11 00:00:00 SELL $169.34 2 $12,680.56 $0.34 3 $2,680.56 $-5,311.46
2019-01-29 00:00:00 SELL $339.56 12 $12,074.57 $4.07 6 $2,074.57 $-1,362.05
2019-05-03 00:00:00 SELL $448.92 3 $30,322.34 $1.35 0 $20,322.34 $0.00
2019-05-11 00:00:00 BUY $108.01 37 $18,490.52 $4.00 43 $8,490.52 $-37,716.33
2020-06-29 00:00:00 BUY $125.32 37 $16,914.43 $4.64 45 $6,914.43 $-44,815.30
2020-09-21 00:00:00 SELL $174.42 20 $18,739.55 $3.49 30 $8,739.55 $-51,517.02
2020-10-01 00:00:00 SELL $323.24 48 $35,484.90 $15.52 6 $25,484.90 $-87,340.10
2021-02-03 00:00:00 SELL $313.88 6 $22,473.54 $1.88 1 $12,473.54 $-15,483.67
2021-03-28 00:00:00 SELL $370.85 4 $26,270.07 $1.48 1 $16,270.07 $-68,329.81
2021-04-29 00:00:00 SELL $258.32 6 $97,155.11 $1.55 3 $87,155.11 $-178,272.67
2021-08-08 00:00:00 SELL $264.74 30 $22,896.00 $7.94 18 $12,896.00 $-56,016.79
2021-09-20 00:00:00 BUY $380.55 17 $23,846.53 $6.47 17 $13,846.53 $-71,407.02
2021-10-17 00:00:00 SELL $125.86 57 $21,555.89 $7.17 8 $11,555.89 $-49,447.79
2021-11-18 00:00:00 BUY $129.62 35 $36,773.50 $4.54 35 $26,773.50 $-105,545.96
2021-11-22 00:00:00 SELL $119.70 8 $96,286.00 $0.96 32 $86,286.00 $-177,961.11
2021-12-07 00:00:00 BUY $203.02 18 $14,832.47 $3.65 61 $4,832.47 $-33,972.96
2022-05-17 00:00:00 SELL $461.34 32 $75,475.32 $14.76 12 $65,475.32 $-227,064.31
2022-06-03 00:00:00 SELL $258.85 1 $18,998.13 $0.26 29 $8,998.13 $-49,243.21
2022-11-12 00:00:00 SELL $74.74 1 $32,154.75 $0.07 9 $22,154.75 $-98,340.95
2022-11-28 00:00:00 SELL $422.57 4 $77,163.90 $1.69 8 $67,163.90 $-229,219.80
2023-03-11 00:00:00 BUY $114.74 43 $19,984.95 $4.93 54 $9,984.95 $-78,149.55
2023-04-17 00:00:00 BUY $442.46 22 $28,483.84 $9.73 22 $18,483.84 $-79,545.51
2023-04-24 00:00:00 SELL $356.83 113 $72,053.73 $40.32 102 $62,053.73 $-116,480.18
2023-05-19 00:00:00 SELL $292.10 38 $19,130.92 $11.10 10 $9,130.92 $-12,876.53
2024-02-19 00:00:00 SELL $487.57 3 $20,592.17 $1.46 7 $10,592.17 $-12,384.56
2024-07-16 00:00:00 BUY $414.29 1 $99,584.91 $0.41 5 $89,584.91 $-179,720.20
2024-09-29 00:00:00 SELL $179.74 6 $24,923.86 $1.08 11 $14,923.86 $-82,368.62
2024-12-05 00:00:00 BUY $212.23 19 $14,961.69 $4.03 48 $4,961.69 $-46,562.63
2024-12-15 00:00:00 SELL $461.83 5 $37,791.76 $2.31 1 $27,791.76 $-88,817.70
2025-07-08 00:00:00 SELL $380.54 14 $24,106.90 $5.33 9 $14,106.90 $-16,057.91
2025-07-09 00:00:00 SELL $225.55 27 $25,564.32 $6.09 21 $15,564.32 $-30,588.95
SUMMARY (114 total orders) $25,564.32 $534.37 - $22.85% -

VGLT

Best: Svm Rnn ⏰ 1d
PSR
0.850
Sharpe Ratio
1.276
Total Orders
434
Net Profit
21.07%
Average Win
28.56%
Average Loss
-6.14%
Annual Return
21.07%
Max Drawdown
-15.36%
Win Rate
0.4%
Profit/Loss Ratio
4.32
Alpha
0.128
Beta
0.901
Sortino Ratio
1.797
Total Fees
$2,306.75
Strategy Capacity
$201,682
Portfolio Turnover
0.93%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Svm Rnn 1d 2.454 58.9% -7.7% 0.7% 🏆 BEST
2 Improved Index Trend 1d 2.424 64.9% -15.4% 0.3%
3 Markov 1d 2.401 25.5% -27.6% 0.5%
4 Inside Day 1d 2.380 22.2% -28.3% 0.5%
5 Pullback 1d 2.277 24.6% -15.1% 0.7%
6 Weekly Breakout 1d 2.264 12.9% -5.7% 0.3%
7 Trend Risk Protection 1d 2.226 44.5% -6.6% 0.6%
8 Machine Learning Rsi 1d 2.125 3.1% -8.1% 0.5%
9 Donchian Boyt 1d 2.065 -10.1% -12.6% 0.5%
10 Decision Tree 2 1d 2.043 8.3% -18.5% 0.5%
11 Rsi 1d 2.033 48.4% -6.9% 0.3%
12 Buyandhold 1d 1.948 63.0% -26.7% 0.6%
13 Counter Punsh 1d 1.789 40.0% -15.5% 0.4%
14 Mfi 1d 1.696 56.2% -27.9% 0.5%
15 Larry Williams 1d 1.675 39.6% -18.1% 0.4%
16 Rnn Linear Regression 1d 1.672 -1.4% -10.2% 0.5%
17 Lazy Trend Follower 1d 1.556 50.3% -15.3% 0.6%
18 Decision Tree 1d 1.444 -6.5% -5.1% 0.3%
19 Macd 1d 1.438 29.7% -19.7% 0.4%
20 Russell Rebalancing Strategy 1d 1.393 66.4% -27.6% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-01-29 00:00:00 SELL $117.26 279 $530,040.27 $32.72 908 $520,040.27 $-2,165,573.49
2023-02-07 00:00:00 BUY $398.79 10 $33,695.54 $3.99 25 $23,695.54 $-92,175.63
2023-02-17 00:00:00 BUY $316.80 20 $35,035.51 $6.34 20 $25,035.51 $-99,797.40
2023-02-21 00:00:00 SELL $286.62 1 $225,954.81 $0.29 1 $215,954.81 $-1,050,670.28
2023-02-24 00:00:00 SELL $360.98 639 $657,070.77 $230.67 352 $647,070.77 $-1,652,166.42
2023-02-25 00:00:00 SELL $286.63 10 $23,843.44 $2.87 7 $13,843.44 $-64,071.65
2023-03-07 00:00:00 SELL $59.07 4 $25,138.19 $0.24 5 $15,138.19 $-199,308.46
2023-03-09 00:00:00 SELL $210.30 1 $24,324.34 $0.21 1 $14,324.34 $-60,374.46
2023-04-10 00:00:00 SELL $234.39 1 $340,343.19 $0.23 3 $330,343.19 $-1,217,864.94
2023-05-10 00:00:00 BUY $178.23 885 $497,357.47 $157.73 1,187 $487,357.47 $-1,902,757.07
2023-05-12 00:00:00 SELL $436.02 536 $588,513.66 $233.71 601 $578,513.66 $-1,852,261.30
2023-06-13 00:00:00 SELL $350.65 390 $699,019.58 $136.75 81 $689,019.58 $-2,243,643.00
2023-06-25 00:00:00 SELL $489.52 5 $25,588.00 $2.45 13 $15,588.00 $-177,040.24
2023-07-01 00:00:00 BUY $201.70 716 $355,631.42 $144.42 1,134 $345,631.42 $-1,259,450.29
2023-07-06 00:00:00 BUY $291.07 75 $200,731.07 $21.83 462 $190,731.07 $-698,190.45
2023-07-22 00:00:00 BUY $217.66 25 $14,950.11 $5.44 32 $4,950.11 $-32,237.44
2023-08-03 00:00:00 SELL $186.22 1 $17,202.38 $0.19 0 $7,202.38 $0.00
2023-08-03 00:00:00 BUY $464.27 11 $150,404.88 $5.11 44 $140,404.88 $-317,408.90
2023-08-23 00:00:00 BUY $403.70 4 $20,396.99 $1.61 7 $10,396.99 $-34,761.81
2023-08-27 00:00:00 SELL $257.43 2 $46,413.26 $0.51 0 $36,413.26 $0.00
2023-08-29 00:00:00 SELL $262.24 238 $476,224.40 $62.41 187 $466,224.40 $-3,288,570.64
2023-09-12 00:00:00 SELL $430.40 9 $9,894.59 $3.87 9 $-105.41 $-3,206.61
2023-09-26 00:00:00 SELL $225.79 5 $95,694.14 $1.13 8 $85,694.14 $-268,399.77
2023-11-06 00:00:00 SELL $57.92 1 $37,049.01 $0.06 0 $27,049.01 $0.00
2023-12-28 00:00:00 SELL $370.81 11 $516,144.08 $4.08 3 $506,144.08 $-1,435,414.86
2024-01-05 00:00:00 SELL $74.13 437 $562,403.72 $32.40 471 $552,403.72 $-2,237,129.12
2024-01-09 00:00:00 BUY $468.12 13 $22,830.96 $6.09 17 $12,830.96 $-150,230.63
2024-01-13 00:00:00 BUY $79.92 67 $491,380.20 $5.35 96 $481,380.20 $-1,423,499.99
2024-04-11 00:00:00 SELL $159.60 6 $221,368.11 $0.96 29 $211,368.11 $-1,111,471.15
2024-08-09 00:00:00 SELL $288.61 68 $510,985.92 $19.63 28 $500,985.92 $-1,428,446.28
2024-08-13 00:00:00 SELL $263.23 13 $570,247.67 $3.42 19 $560,247.67 $-3,090,625.24
2024-09-03 00:00:00 SELL $105.21 14 $14,034.46 $1.47 40 $4,034.46 $-33,379.13
2024-09-08 00:00:00 BUY $113.75 49 $17,713.99 $5.57 49 $7,713.99 $-202,866.49
2024-09-11 00:00:00 BUY $70.15 41 $28,754.55 $2.88 67 $18,754.55 $-91,472.16
2024-09-15 00:00:00 BUY $99.77 118 $209,583.38 $11.77 147 $199,583.38 $-1,101,433.30
2024-09-16 00:00:00 BUY $333.85 22 $24,518.00 $7.34 55 $14,518.00 $-217,621.07
2024-11-23 00:00:00 SELL $425.28 1 $1,669,332.43 $0.43 1 $1,659,332.43 $-4,212,343.13
2025-01-26 00:00:00 BUY $92.40 557 $1,489,843.81 $51.47 1,013 $1,479,843.81 $-4,247,010.10
2025-01-28 00:00:00 SELL $415.22 30 $33,946.15 $12.46 5 $23,946.15 $-128,460.11
2025-02-26 00:00:00 SELL $418.26 4 $163,719.24 $1.67 10 $153,719.24 $-338,761.21
2025-04-20 00:00:00 SELL $292.32 4 $35,114.26 $1.17 1 $25,114.26 $-130,243.88
2025-06-04 00:00:00 BUY $289.61 3 $10,514.81 $0.87 24 $514.81 $-23,321.16
2025-06-04 00:00:00 SELL $262.44 70 $251,891.32 $18.37 64 $241,891.32 $-494,083.04
2025-06-15 00:00:00 SELL $314.16 8 $27,333.08 $2.51 10 $17,333.08 $-153,441.78
2025-06-18 00:00:00 SELL $389.35 10 $94,566.34 $3.89 13 $84,566.34 $-265,144.57
2025-06-25 00:00:00 SELL $395.00 20 $17,625.75 $7.90 20 $7,625.75 $-218,456.25
2025-06-26 00:00:00 SELL $425.48 15 $29,206.75 $6.38 2 $19,206.75 $-163,423.25
2025-07-10 00:00:00 BUY $280.22 65 $78,577.93 $18.21 69 $68,577.93 $-250,870.73
2025-07-17 00:00:00 BUY $76.37 234 $500,192.10 $17.87 418 $490,192.10 $-1,438,384.55
2025-07-21 00:00:00 SELL $91.18 6 $32,352.83 $0.55 2 $22,352.83 $-139,550.97
SUMMARY (409 total orders) $32,352.83 $11048.69 - $21.07% -

EDV

Best: Larry Williams ⏰ 1d
PSR
0.548
Sharpe Ratio
0.856
Total Orders
130
Net Profit
33.57%
Average Win
15.55%
Average Loss
-5.65%
Annual Return
33.57%
Max Drawdown
-11.99%
Win Rate
0.5%
Profit/Loss Ratio
7.01
Alpha
-0.049
Beta
1.997
Sortino Ratio
1.766
Total Fees
$4,653.74
Strategy Capacity
$2,182,603
Portfolio Turnover
2.21%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Larry Williams 1d 2.476 -6.0% -21.2% 0.5% 🏆 BEST
2 Neural Networks Recurrent Neural 1d 2.400 71.4% -17.6% 0.5%
3 Wheel Strategy 1d 2.399 49.4% -19.0% 0.5%
4 Rsi 1d 2.370 41.5% -15.6% 0.6%
5 Donchian Boyt 1d 2.138 3.7% -26.3% 0.5%
6 Decision Tree 3 1d 2.111 10.8% -26.5% 0.6%
7 Linear Regression 1d 2.049 2.9% -12.7% 0.3%
8 Stan Weinstein 1d 1.974 66.3% -14.5% 0.3%
9 Ais Micro Test Diversity Gap 1d 1.867 59.7% -15.7% 0.5%
10 Lazy Trend Follower 1d 1.811 -0.3% -6.4% 0.5%
11 Inside Day 1d 1.810 3.4% -14.6% 0.5%
12 Donchian Channels Breakout 1d 1.787 71.1% -28.9% 0.3%
13 Bullish Engulfing 1d 1.759 62.3% -20.3% 0.4%
14 Trend Risk Protection 1d 1.753 4.6% -19.5% 0.6%
15 Machine Learning Rsi 1d 1.738 11.5% -22.2% 0.4%
16 Rnn Linear Regression 1d 1.732 60.6% -13.7% 0.4%
17 Ride The Aggression 1d 1.719 73.5% -7.6% 0.3%
18 Macd 1d 1.580 53.7% -22.7% 0.5%
19 Stable Mean Revert 1d 1.521 74.6% -8.2% 0.4%
20 Multi Layer Ema 1d 1.347 17.5% -9.8% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2014-06-25 00:00:00 SELL $214.98 11 $39,933.11 $2.36 13 $29,933.11 $-65,422.03
2014-07-18 00:00:00 SELL $138.49 22 $67,945.19 $3.05 0 $57,945.19 $0.00
2014-09-20 00:00:00 SELL $297.70 14 $77,971.04 $4.17 1 $67,971.04 $-135,445.32
2015-05-10 00:00:00 BUY $293.43 4 $41,495.40 $1.17 8 $31,495.40 $-81,860.54
2015-06-27 00:00:00 SELL $292.83 11 $14,444.75 $3.22 3 $4,444.75 $-15,045.95
2015-08-10 00:00:00 BUY $466.00 2 $35,146.13 $0.93 20 $25,146.13 $-49,659.83
2015-09-07 00:00:00 SELL $393.34 6 $14,139.73 $2.36 3 $4,139.73 $-25,967.09
2015-10-20 00:00:00 BUY $442.18 5 $11,412.27 $2.21 32 $1,412.27 $4,323.36
2015-10-23 00:00:00 SELL $316.49 10 $43,318.93 $3.16 1 $33,318.93 $-67,900.29
2015-11-25 00:00:00 SELL $130.88 22 $13,954.09 $2.88 1 $3,954.09 $-19,438.84
2015-11-28 00:00:00 BUY $222.38 13 $12,784.57 $2.89 13 $2,784.57 $-39,563.98
2016-04-15 00:00:00 SELL $399.55 15 $47,751.23 $5.99 63 $37,751.23 $-167,514.95
2016-04-27 00:00:00 SELL $185.90 2 $44,450.77 $0.37 9 $34,450.77 $-119,818.36
2016-06-20 00:00:00 BUY $286.07 32 $31,451.67 $9.15 50 $21,451.67 $-95,220.46
2016-10-22 00:00:00 SELL $415.88 18 $28,692.24 $7.49 4 $18,692.24 $-48,238.59
2016-12-03 00:00:00 SELL $341.56 7 $50,139.74 $2.39 56 $40,139.74 $-173,559.15
2016-12-04 00:00:00 BUY $311.93 12 $11,698.70 $3.74 12 $1,698.70 $-25,007.11
2017-01-14 00:00:00 SELL $429.77 40 $58,546.37 $17.19 44 $48,546.37 $-182,534.63
2017-07-22 00:00:00 BUY $426.87 9 $12,731.70 $3.84 9 $2,731.70 $-34,771.24
2017-08-17 00:00:00 SELL $185.78 14 $66,075.31 $2.60 2 $56,075.31 $-163,403.91
2017-09-08 00:00:00 BUY $312.59 9 $28,635.56 $2.81 59 $18,635.56 $-100,235.41
2017-11-24 00:00:00 BUY $341.54 17 $17,329.08 $5.81 122 $7,329.08 $-62,050.32
2018-08-14 00:00:00 SELL $405.73 11 $17,243.11 $4.46 2 $7,243.11 $-44,534.37
2018-08-20 00:00:00 SELL $148.10 1 $10,917.64 $0.15 0 $917.64 $0.00
2018-10-15 00:00:00 SELL $342.20 4 $15,212.90 $1.37 1 $5,212.90 $-42,112.69
2018-10-15 00:00:00 BUY $456.34 12 $41,372.86 $5.48 84 $31,372.86 $-157,635.42
2018-10-24 00:00:00 SELL $56.83 2 $14,253.29 $0.11 1 $4,253.29 $-27,090.29
2019-02-17 00:00:00 BUY $316.47 5 $29,246.32 $1.58 35 $19,246.32 $-84,959.94
2019-03-03 00:00:00 BUY $346.04 9 $40,587.42 $3.11 9 $30,587.42 $-65,102.39
2019-04-28 00:00:00 SELL $425.42 4 $11,782.03 $1.70 9 $1,782.03 $-23,318.31
2019-05-05 00:00:00 SELL $204.94 1 $34,584.99 $0.20 24 $24,584.99 $-47,780.65
2019-06-30 00:00:00 BUY $87.13 70 $23,141.00 $6.10 105 $13,141.00 $-88,469.78
2019-07-27 00:00:00 BUY $65.05 43 $25,892.41 $2.80 47 $15,892.41 $-46,844.89
2020-08-21 00:00:00 SELL $344.69 4 $10,657.44 $1.38 3 $657.44 $314.83
2020-10-17 00:00:00 BUY $488.43 11 $39,674.66 $5.37 84 $29,674.66 $-146,285.78
2020-10-25 00:00:00 SELL $323.67 9 $10,082.04 $2.91 13 $82.04 $-22,939.46
2020-11-15 00:00:00 BUY $484.30 22 $30,830.23 $10.65 30 $20,830.23 $-70,852.78
2021-06-17 00:00:00 SELL $269.91 1 $78,240.68 $0.27 0 $68,240.68 $0.00
2021-06-26 00:00:00 BUY $171.02 25 $13,625.37 $4.28 27 $3,625.37 $-933.24
2021-07-22 00:00:00 SELL $407.40 8 $14,979.27 $3.26 4 $4,979.27 $-36,983.47
2021-11-30 00:00:00 SELL $56.18 2 $10,769.69 $0.11 1 $769.69 $-663.07
2022-01-05 00:00:00 BUY $105.96 43 $12,682.36 $4.56 45 $2,682.36 $-40,577.72
2022-04-04 00:00:00 BUY $50.52 119 $38,432.88 $6.01 128 $28,432.88 $-115,024.88
2022-07-11 00:00:00 BUY $437.11 2 $13,151.17 $0.87 9 $3,151.17 $-8,103.27
2023-01-31 00:00:00 SELL $155.78 5 $72,954.45 $0.78 0 $62,954.45 $0.00
2024-01-22 00:00:00 BUY $447.52 18 $45,052.73 $8.06 73 $35,052.73 $-146,589.07
2024-03-27 00:00:00 SELL $334.19 36 $42,670.27 $12.03 4 $32,670.27 $-82,871.20
2024-07-25 00:00:00 SELL $402.99 3 $16,187.05 $1.21 1 $6,187.05 $-38,210.07
2024-11-27 00:00:00 BUY $158.49 23 $11,077.68 $3.65 23 $1,077.68 $-12,279.14
2025-03-20 00:00:00 BUY $205.12 16 $46,854.47 $3.28 72 $36,854.47 $-177,917.42
SUMMARY (118 total orders) $46,854.47 $461.28 - $33.57% -

ZROZ

Best: Machine Learning Rsi ⏰ 1d
PSR
0.887
Sharpe Ratio
0.637
Total Orders
107
Net Profit
28.05%
Average Win
28.59%
Average Loss
-7.73%
Annual Return
28.05%
Max Drawdown
-21.63%
Win Rate
0.4%
Profit/Loss Ratio
3.75
Alpha
-0.086
Beta
0.826
Sortino Ratio
1.792
Total Fees
$2,476.19
Strategy Capacity
$995,890
Portfolio Turnover
0.89%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Machine Learning Rsi 1d 2.371 -4.3% -23.5% 0.5% 🏆 BEST
2 Crude Oil 1d 2.293 14.6% -28.0% 0.4%
3 Support Vector Machines 1d 2.248 29.7% -21.7% 0.6%
4 Ais Micro Test Diversity Gap 1d 2.225 59.4% -13.9% 0.3%
5 Stable Mean Revert 1d 2.197 70.4% -8.1% 0.3%
6 Trend Risk Protection 1d 2.161 71.7% -23.5% 0.3%
7 Donchian Boyt 1d 2.148 67.1% -5.6% 0.4%
8 Ride The Aggression 1d 2.141 29.4% -7.3% 0.6%
9 Mfi 1d 2.081 9.7% -13.7% 0.4%
10 Turtle Trading 1d 2.038 50.3% -20.6% 0.4%
11 Macd 1d 2.016 75.8% -20.7% 0.3%
12 Linear Regression 1d 1.980 56.3% -18.6% 0.4%
13 Decision Tree 2 1d 1.971 57.2% -10.1% 0.5%
14 Face The Train 1d 1.964 45.2% -21.6% 0.3%
15 Inside Day 1d 1.911 44.2% -19.9% 0.3%
16 Donchian Channels Breakout 1d 1.683 24.5% -16.6% 0.3%
17 Linear Regression Pca 1d 1.648 -6.8% -5.5% 0.4%
18 Pullback 1d 1.593 63.5% -15.9% 0.3%
19 Bitcoin 1d 1.557 -13.9% -24.5% 0.3%
20 Buyandhold 1d 1.377 18.8% -27.5% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2016-03-02 00:00:00 BUY $395.17 5 $9,038.50 $1.98 5 $-961.50 $-6,445.13
2016-03-23 00:00:00 BUY $408.81 1 $18,742.13 $0.41 7 $8,742.13 $-60,001.09
2016-07-03 00:00:00 SELL $354.19 6 $9,113.41 $2.13 1 $-886.59 $-6,526.14
2016-09-19 00:00:00 SELL $346.29 20 $18,112.29 $6.93 11 $8,112.29 $-57,026.75
2017-01-31 00:00:00 BUY $261.24 4 $7,041.49 $1.04 14 $-2,958.51 $-48,848.18
2017-02-12 00:00:00 SELL $397.14 8 $11,640.63 $3.18 0 $1,640.63 $0.00
2017-03-30 00:00:00 BUY $367.26 4 $7,010.81 $1.47 12 $-2,989.19 $-7,008.55
2017-07-24 00:00:00 BUY $96.29 16 $8,037.44 $1.54 16 $-1,962.56 $-5,339.70
2017-08-08 00:00:00 SELL $155.39 1 $10,115.99 $0.16 3 $115.99 $-7,954.79
2017-09-11 00:00:00 BUY $240.28 10 $6,108.92 $2.40 15 $-3,891.08 $-36,221.00
2017-09-26 00:00:00 SELL $273.00 9 $11,993.68 $2.46 0 $1,993.68 $0.00
2017-09-28 00:00:00 SELL $369.61 11 $11,072.48 $4.07 1 $1,072.48 $-12,515.09
2017-11-07 00:00:00 SELL $362.70 4 $9,972.89 $1.45 3 $-27.11 $-386.90
2017-12-09 00:00:00 SELL $321.95 3 $13,059.84 $0.97 0 $3,059.84 $0.00
2018-03-18 00:00:00 BUY $390.62 2 $3,908.64 $0.78 27 $-6,091.36 $-10,186.24
2018-06-23 00:00:00 BUY $303.93 7 $7,092.33 $2.13 7 $-2,907.67 $-43,170.19
2018-07-04 00:00:00 SELL $376.74 2 $10,265.70 $0.75 5 $265.70 $-29,309.83
2018-09-09 00:00:00 SELL $150.04 2 $7,286.74 $0.30 10 $-2,713.26 $-16,639.17
2018-11-05 00:00:00 SELL $392.23 6 $9,443.38 $2.35 1 $-556.62 $-47,032.99
2018-11-24 00:00:00 SELL $240.51 1 $11,649.09 $0.24 0 $1,649.09 $0.00
2019-04-06 00:00:00 SELL $426.87 2 $10,027.27 $0.85 0 $27.27 $0.00
2019-07-31 00:00:00 BUY $238.15 16 $17,044.39 $3.81 16 $7,044.39 $-59,461.20
2019-08-14 00:00:00 SELL $91.13 5 $9,597.39 $0.46 1 $-402.61 $-15,440.69
2019-10-01 00:00:00 BUY $383.93 2 $6,234.27 $0.77 16 $-3,765.73 $-51,393.82
2020-02-19 00:00:00 BUY $241.93 2 $8,523.53 $0.48 7 $-1,476.47 $702.36
2020-05-21 00:00:00 SELL $219.07 4 $9,174.38 $0.88 2 $-825.62 $-50,129.43
2020-07-28 00:00:00 BUY $264.98 5 $10,322.86 $1.32 5 $322.86 $-25,047.03
2020-08-24 00:00:00 BUY $484.75 5 $8,490.08 $2.42 5 $-1,509.92 $948.72
2020-08-30 00:00:00 SELL $377.92 3 $8,792.57 $1.13 3 $-1,207.43 $-48,509.68
2021-03-28 00:00:00 SELL $50.24 3 $18,826.58 $0.15 6 $8,826.58 $-60,534.52
2021-11-20 00:00:00 SELL $283.19 3 $11,181.00 $0.85 1 $1,181.00 $-30,910.34
2022-05-10 00:00:00 SELL $377.16 3 $9,974.99 $1.13 0 $-25.01 $0.00
2022-06-17 00:00:00 SELL $400.67 1 $10,527.89 $0.40 1 $527.89 $-33,457.76
2022-07-02 00:00:00 BUY $438.54 7 $8,658.79 $3.07 10 $-1,341.21 $-37,842.58
2022-12-05 00:00:00 SELL $394.69 7 $20,317.12 $2.76 0 $10,317.12 $0.00
2023-01-30 00:00:00 SELL $423.91 1 $6,657.76 $0.42 15 $-3,342.24 $-51,945.79
2023-03-06 00:00:00 BUY $154.89 14 $7,002.89 $2.17 14 $-2,997.11 $-53,199.80
2023-03-09 00:00:00 SELL $85.20 1 $11,016.31 $0.09 0 $1,016.31 $0.00
2023-04-03 00:00:00 SELL $236.21 4 $20,858.54 $0.94 0 $10,858.54 $0.00
2023-06-17 00:00:00 BUY $259.68 7 $5,221.91 $1.82 21 $-4,778.09 $-48,097.17
2023-07-20 00:00:00 BUY $453.41 2 $11,085.94 $0.91 2 $1,085.94 $-24,558.29
2023-10-19 00:00:00 BUY $184.45 4 $4,123.81 $0.74 48 $-5,876.19 $-51,244.76
2023-11-27 00:00:00 SELL $357.62 10 $10,088.13 $3.58 9 $88.13 $-18,729.38
2023-12-09 00:00:00 SELL $334.81 6 $12,094.96 $2.01 3 $2,094.96 $-20,943.50
2024-03-28 00:00:00 SELL $55.61 7 $9,221.98 $0.39 0 $-778.02 $0.00
2024-06-29 00:00:00 BUY $245.19 2 $6,426.78 $0.49 13 $-3,573.22 $-15,320.86
2024-09-15 00:00:00 SELL $248.86 1 $11,429.61 $0.25 0 $1,429.61 $0.00
2024-10-06 00:00:00 SELL $68.73 11 $17,557.03 $0.76 7 $7,557.03 $-66,843.23
2025-03-20 00:00:00 BUY $198.23 5 $9,007.87 $0.99 5 $-992.13 $991.14
2025-06-08 00:00:00 SELL $58.16 3 $8,833.10 $0.17 7 $-1,166.90 $-44,890.58
SUMMARY (103 total orders) $8,833.10 $145.10 - $28.05% -

FLOT

Best: Linear Regression ⏰ 1d
PSR
0.852
Sharpe Ratio
1.349
Total Orders
445
Net Profit
14.80%
Average Win
15.64%
Average Loss
-4.20%
Annual Return
14.80%
Max Drawdown
-20.44%
Win Rate
0.6%
Profit/Loss Ratio
6.89
Alpha
-0.038
Beta
0.809
Sortino Ratio
0.733
Total Fees
$2,139.42
Strategy Capacity
$1,181,778
Portfolio Turnover
1.89%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Linear Regression 1d 2.409 69.1% -10.7% 0.7% 🏆 BEST
2 Markov 1d 2.391 4.8% -8.9% 0.6%
3 Stable Mean Revert 1d 2.249 68.8% -29.1% 0.5%
4 Adx 1d 2.180 -4.6% -20.6% 0.7%
5 Mfi 1d 2.120 -15.4% -27.9% 0.6%
6 Larry Williams 1d 2.087 28.3% -8.3% 0.5%
7 Decision Tree 2 1d 2.026 26.0% -8.2% 0.5%
8 Long Short Term Memory Neural Network 1d 2.012 -1.6% -10.3% 0.6%
9 Linear Regression Pca 1d 2.008 1.6% -26.0% 0.3%
10 Buyandhold 1d 1.871 73.2% -13.7% 0.7%
11 Bollinger Bands 1d 1.842 25.0% -14.0% 0.6%
12 Ride The Aggression 1d 1.816 29.8% -25.7% 0.5%
13 Lazy Trend Follower 1d 1.734 -7.8% -21.4% 0.5%
14 Face The Train 1d 1.728 17.4% -29.3% 0.3%
15 Rsi 1d 1.721 3.3% -12.8% 0.6%
16 Confident Trend 1d 1.628 69.5% -18.8% 0.5%
17 Bitcoin 1d 1.615 9.2% -21.4% 0.4%
18 Pullback 1d 1.575 40.7% -9.0% 0.6%
19 Machine Learning Rsi 1d 1.567 21.2% -11.5% 0.5%
20 Decision Tree 1d 1.567 70.3% -17.9% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-05-10 00:00:00 SELL $341.60 445 $2,902,758.34 $152.01 1,883 $2,892,758.34 $-8,103,233.62
2023-06-02 00:00:00 BUY $265.32 71 $184,981.59 $18.84 107 $174,981.59 $-1,235,054.42
2023-06-09 00:00:00 SELL $269.79 276 $123,778.98 $74.46 92 $113,778.98 $-393,521.90
2023-06-12 00:00:00 SELL $237.39 87 $117,351.27 $20.65 428 $107,351.27 $-1,359,315.31
2023-06-24 00:00:00 BUY $337.68 702 $808,683.31 $237.05 748 $798,683.31 $-1,593,603.30
2023-07-17 00:00:00 SELL $63.73 48 $103,180.20 $3.06 7 $93,180.20 $-350,951.92
2023-08-02 00:00:00 SELL $494.70 2 $1,035,782.21 $0.99 3 $1,025,782.21 $-4,339,944.02
2023-08-25 00:00:00 SELL $265.20 2,768 $10,486,382.75 $734.08 19,143 $10,476,382.75 $-17,894,546.51
2023-09-04 00:00:00 SELL $107.52 149 $943,234.69 $16.02 91 $933,234.69 $-4,555,661.60
2023-10-14 00:00:00 SELL $467.06 4 $54,243.10 $1.87 6 $44,243.10 $-115,635.28
2023-10-19 00:00:00 SELL $363.19 661 $1,028,885.13 $240.07 350 $1,018,885.13 $-4,718,669.84
2023-11-25 00:00:00 SELL $364.47 3 $52,275.89 $1.09 1 $42,275.89 $-149,830.40
2023-12-13 00:00:00 BUY $487.12 1,294 $3,531,468.23 $630.34 13,391 $3,521,468.23 $-10,857,413.61
2023-12-21 00:00:00 SELL $405.93 11 $51,192.52 $4.47 24 $41,192.52 $-222,334.67
2024-01-24 00:00:00 SELL $495.96 63 $73,088.81 $31.25 27 $63,088.81 $-237,091.31
2024-02-02 00:00:00 SELL $303.36 2 $3,149,617.04 $0.61 2 $3,139,617.04 $-8,347,276.18
2024-02-15 00:00:00 SELL $146.38 737 $6,749,570.52 $107.88 291 $6,739,570.52 $-11,580,855.77
2024-02-26 00:00:00 SELL $321.77 1 $1,036,833.08 $0.32 0 $1,026,833.08 $0.00
2024-04-10 00:00:00 BUY $376.83 113 $633,945.01 $42.58 1,245 $623,945.01 $-2,158,501.80
2024-04-18 00:00:00 BUY $200.49 199 $155,712.31 $39.90 200 $145,712.31 $-586,863.14
2024-04-22 00:00:00 BUY $187.18 1,118 $611,417.49 $209.27 2,753 $601,417.49 $-4,835,457.84
2024-04-24 00:00:00 SELL $276.30 102 $195,323.00 $28.18 197 $185,323.00 $-447,423.13
2024-04-27 00:00:00 SELL $185.13 125 $301,876.99 $23.14 63 $291,876.99 $-1,035,438.01
2024-05-17 00:00:00 BUY $217.31 1,081 $676,569.63 $234.91 1,132 $666,569.63 $-2,146,755.04
2024-05-22 00:00:00 SELL $158.38 118 $165,863.78 $18.69 536 $155,863.78 $-1,122,954.95
2024-06-12 00:00:00 SELL $305.06 6 $49,413.13 $1.83 12 $39,413.13 $-90,296.83
2024-06-17 00:00:00 SELL $160.69 22 $1,122,228.01 $3.54 1 $1,112,228.01 $-2,083,081.45
2024-06-28 00:00:00 SELL $465.30 10 $56,900.84 $4.65 12 $46,900.84 $-204,952.43
2024-07-29 00:00:00 SELL $282.03 406 $5,546,632.86 $114.50 143 $5,536,632.86 $-9,467,005.20
2024-08-25 00:00:00 BUY $382.77 5,602 $5,596,178.24 $2144.25 6,887 $5,586,178.24 $-11,167,781.54
2024-10-01 00:00:00 BUY $475.67 25 $45,569.44 $11.89 303 $35,569.44 $-252,932.15
2024-10-27 00:00:00 SELL $127.81 4 $262,557.95 $0.51 221 $252,557.95 $-1,018,855.80
2024-11-03 00:00:00 BUY $301.22 32 $46,731.70 $9.64 35 $36,731.70 $-211,895.39
2024-11-13 00:00:00 SELL $186.49 66 $1,083,571.25 $12.31 2,017 $1,073,571.25 $-6,017,415.96
2025-01-08 00:00:00 SELL $221.33 104 $187,959.70 $23.02 29 $177,959.70 $-578,494.06
2025-01-20 00:00:00 BUY $264.93 8 $13,795.51 $2.12 11 $3,795.51 $-8,881.84
2025-01-25 00:00:00 BUY $248.82 358 $218,931.56 $89.08 402 $208,931.56 $-947,075.50
2025-02-06 00:00:00 BUY $315.89 274 $239,549.04 $86.55 416 $229,549.04 $-1,517,689.01
2025-02-11 00:00:00 SELL $299.64 7 $141,074.60 $2.10 33 $131,074.60 $-428,322.66
2025-02-13 00:00:00 SELL $394.20 6 $47,074.41 $2.37 12 $37,074.41 $-108,709.26
2025-03-23 00:00:00 SELL $337.13 63 $986,209.60 $21.24 479 $976,209.60 $-3,030,739.80
2025-04-02 00:00:00 SELL $347.71 464 $772,593.18 $161.34 2,289 $762,593.18 $-4,764,124.42
2025-04-28 00:00:00 SELL $457.92 5 $1,241,400.37 $2.29 35 $1,231,400.37 $-2,814,846.85
2025-05-12 00:00:00 SELL $302.64 1 $73,391.15 $0.30 26 $63,391.15 $-242,613.84
2025-05-16 00:00:00 SELL $212.54 2,024 $1,297,683.52 $430.18 152 $1,287,683.52 $-3,852,616.09
2025-05-21 00:00:00 SELL $318.76 15 $51,183.58 $4.78 4 $41,183.58 $-148,919.85
2025-06-27 00:00:00 SELL $421.48 15 $216,383.24 $6.32 258 $206,383.24 $-1,389,628.15
2025-07-06 00:00:00 SELL $342.48 12 $239,965.94 $4.11 161 $229,965.94 $-864,366.22
2025-07-09 00:00:00 SELL $139.02 715 $911,712.71 $99.40 51 $901,712.71 $-2,385,655.99
2025-07-24 00:00:00 SELL $283.06 10 $53,147.91 $2.83 7 $43,147.91 $-84,813.96
SUMMARY (430 total orders) $53,147.91 $96240.32 - $14.80% -

NEAR

Best: Donchian Boyt ⏰ 1d
PSR
0.595
Sharpe Ratio
1.737
Total Orders
222
Net Profit
20.72%
Average Win
23.82%
Average Loss
-6.58%
Annual Return
20.72%
Max Drawdown
-22.56%
Win Rate
0.5%
Profit/Loss Ratio
3.31
Alpha
0.059
Beta
0.997
Sortino Ratio
0.328
Total Fees
$2,959.50
Strategy Capacity
$2,328,150
Portfolio Turnover
1.86%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Boyt 1d 2.500 51.0% -6.0% 0.5% 🏆 BEST
2 Inside Day 1d 2.423 54.9% -6.3% 0.5%
3 Russell Rebalancing Strategy 1d 2.387 16.1% -7.9% 0.3%
4 Lazy Trend Follower 1d 2.303 -2.1% -11.0% 0.7%
5 Buyandhold 1d 2.284 -0.9% -28.4% 0.4%
6 Linear Regression Pca 1d 2.269 77.8% -20.0% 0.6%
7 Decision Tree 2 1d 2.256 66.1% -14.4% 0.6%
8 Stan Weinstein 1d 2.190 40.6% -16.6% 0.5%
9 Support Vector Machines 1d 2.122 17.7% -13.6% 0.6%
10 Crude Oil 1d 2.100 49.4% -12.2% 0.4%
11 Counter Punsh 1d 2.066 55.7% -19.7% 0.3%
12 Markov 1d 2.060 -6.3% -18.0% 0.5%
13 Macd 1d 1.950 -0.1% -28.1% 0.4%
14 Pullback 1d 1.841 64.9% -11.6% 0.3%
15 Improved Index Trend 1d 1.788 -10.0% -10.3% 0.7%
16 Bollinger Bands 1d 1.724 47.0% -15.3% 0.7%
17 Svm Rnn 1d 1.715 -18.9% -29.0% 0.3%
18 Donchian Channels Breakout 1d 1.688 7.8% -24.9% 0.4%
19 Rsi 1d 1.591 -0.8% -29.3% 0.4%
20 Neural Networks Recurrent Neural 1d 1.576 34.8% -8.4% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-10-05 00:00:00 SELL $278.94 60 $121,720.25 $16.74 1 $111,720.25 $-227,108.99
2020-10-10 00:00:00 SELL $242.21 90 $307,458.83 $21.80 245 $297,458.83 $-826,742.79
2020-11-06 00:00:00 SELL $84.35 11 $473,691.78 $0.93 65 $463,691.78 $-1,097,162.91
2020-11-11 00:00:00 SELL $480.94 36 $41,532.34 $17.31 7 $31,532.34 $-90,506.97
2020-11-29 00:00:00 SELL $193.92 13 $11,707.54 $2.52 1 $1,707.54 $-7,092.52
2021-02-08 00:00:00 SELL $269.60 25 $49,361.11 $6.74 2 $39,361.11 $-103,757.51
2021-02-16 00:00:00 BUY $382.15 22 $34,648.09 $8.41 24 $24,648.09 $-84,701.99
2021-04-28 00:00:00 SELL $420.01 24 $402,414.71 $10.08 54 $392,414.71 $-746,787.60
2021-05-08 00:00:00 SELL $60.60 7 $37,444.90 $0.42 2 $27,444.90 $-79,871.48
2021-08-08 00:00:00 SELL $375.94 63 $405,915.84 $23.68 78 $395,915.84 $-950,861.40
2021-08-11 00:00:00 SELL $166.62 21 $127,743.63 $3.50 8 $117,743.63 $-320,768.66
2021-08-11 00:00:00 SELL $102.77 38 $409,817.10 $3.91 40 $399,817.10 $-976,074.19
2021-08-30 00:00:00 BUY $360.30 12 $17,089.91 $4.32 12 $7,089.91 $-19,838.09
2021-11-02 00:00:00 BUY $414.66 256 $296,154.87 $106.15 310 $286,154.87 $-640,922.75
2021-12-06 00:00:00 SELL $322.83 31 $42,627.76 $10.01 27 $32,627.76 $-95,580.39
2021-12-22 00:00:00 SELL $432.99 139 $168,377.30 $60.19 128 $158,377.30 $-381,795.46
2021-12-23 00:00:00 SELL $240.99 258 $349,344.65 $62.18 486 $339,344.65 $-985,524.04
2021-12-23 00:00:00 SELL $283.65 22 $466,228.19 $6.24 150 $456,228.19 $-1,090,553.42
2022-02-22 00:00:00 BUY $111.17 145 $70,999.69 $16.12 300 $60,999.69 $-350,132.09
2022-04-22 00:00:00 BUY $407.53 12 $44,465.88 $4.89 14 $34,465.88 $-98,591.32
2022-06-02 00:00:00 BUY $353.15 135 $169,292.17 $47.68 135 $159,292.17 $-427,135.52
2022-06-20 00:00:00 SELL $410.24 2 $79,809.41 $0.82 0 $69,809.41 $0.00
2022-06-26 00:00:00 SELL $337.08 258 $436,225.06 $86.97 228 $426,225.06 $-1,025,790.48
2022-07-17 00:00:00 BUY $490.17 70 $87,547.41 $34.31 70 $77,547.41 $-193,076.15
2022-12-04 00:00:00 BUY $310.60 5 $5,554.54 $1.55 23 $-4,445.46 $4,255.66
2023-05-20 00:00:00 BUY $175.80 245 $306,162.89 $43.07 308 $296,162.89 $-882,968.32
2023-05-31 00:00:00 SELL $170.38 203 $468,882.43 $34.59 20 $458,882.43 $-1,222,694.83
2023-06-29 00:00:00 BUY $104.19 74 $167,728.63 $7.71 74 $157,728.63 $-564,846.27
2023-08-04 00:00:00 SELL $466.32 4 $18,953.31 $1.87 8 $8,953.31 $-24,754.77
2023-08-19 00:00:00 SELL $55.04 8 $19,393.20 $0.44 0 $9,393.20 $0.00
2023-08-27 00:00:00 SELL $235.62 8 $7,437.63 $1.88 15 $-2,562.37 $-906.77
2023-08-29 00:00:00 SELL $261.03 26 $353,408.16 $6.79 24 $343,408.16 $-883,147.58
2023-12-22 00:00:00 BUY $194.47 72 $116,221.77 $14.00 73 $106,221.77 $-307,904.97
2024-01-10 00:00:00 SELL $71.13 462 $349,276.31 $32.86 63 $339,276.31 $-932,632.72
2024-01-14 00:00:00 SELL $339.55 1 $44,805.09 $0.34 13 $34,805.09 $-104,772.89
2024-01-21 00:00:00 SELL $492.37 71 $434,330.25 $34.96 223 $424,330.25 $-1,116,304.94
2024-03-22 00:00:00 SELL $178.33 3 $39,529.42 $0.54 2 $29,529.42 $-77,130.22
2024-04-27 00:00:00 SELL $443.17 3 $38,994.96 $1.33 5 $28,994.96 $-75,271.05
2024-05-29 00:00:00 BUY $255.87 121 $74,917.31 $30.96 129 $64,917.31 $-163,420.19
2024-05-30 00:00:00 SELL $484.86 28 $392,344.51 $13.58 78 $382,344.51 $-731,649.33
2024-06-07 00:00:00 SELL $326.14 23 $37,666.78 $7.50 8 $27,666.78 $-74,877.81
2024-06-17 00:00:00 SELL $184.49 29 $208,467.98 $5.35 16 $198,467.98 $-434,266.33
2024-07-06 00:00:00 SELL $235.82 201 $166,523.18 $47.40 42 $156,523.18 $-562,651.88
2024-11-26 00:00:00 BUY $492.61 116 $195,512.99 $57.14 474 $185,512.99 $-441,726.91
2025-02-28 00:00:00 SELL $470.35 14 $22,180.43 $6.58 1 $12,180.43 $-67,414.54
2025-03-19 00:00:00 SELL $116.50 108 $399,811.63 $12.58 269 $389,811.63 $-1,281,556.57
2025-04-19 00:00:00 SELL $462.04 31 $23,636.96 $14.32 6 $13,636.96 $-41,116.51
2025-04-29 00:00:00 SELL $495.37 2 $6,309.59 $0.99 23 $-3,690.41 $4,836.83
2025-06-23 00:00:00 BUY $484.26 97 $433,954.82 $46.97 102 $423,954.82 $-1,379,675.88
2025-06-27 00:00:00 BUY $307.20 24 $52,171.37 $7.37 126 $42,171.37 $-88,998.52
SUMMARY (208 total orders) $52,171.37 $3698.32 - $20.72% -

JPST

Best: Counter Punsh ⏰ 1d
PSR
0.947
Sharpe Ratio
1.258
Total Orders
260
Net Profit
10.91%
Average Win
27.48%
Average Loss
-7.30%
Annual Return
10.91%
Max Drawdown
-5.54%
Win Rate
0.3%
Profit/Loss Ratio
4.86
Alpha
-0.087
Beta
1.765
Sortino Ratio
1.473
Total Fees
$3,395.40
Strategy Capacity
$1,931,017
Portfolio Turnover
0.90%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Counter Punsh 1d 2.471 -12.7% -11.6% 0.6% 🏆 BEST
2 Larry Williams 1d 2.342 19.4% -10.9% 0.4%
3 Donchian Channels Breakout 1d 2.174 -15.0% -14.9% 0.5%
4 Rnn Linear Regression 1d 2.172 -2.4% -26.9% 0.3%
5 Bollinger Bands 1d 2.145 56.8% -18.9% 0.4%
6 Multi Layer Ema 1d 2.138 -11.1% -12.1% 0.3%
7 Pullback 1d 2.136 25.0% -15.7% 0.6%
8 Machine Learning Rsi 1d 2.125 52.5% -11.1% 0.3%
9 Linear Regression Pca 1d 2.069 58.6% -13.8% 0.4%
10 Stan Weinstein 1d 2.046 28.5% -26.0% 0.6%
11 Donchian Boyt 1d 2.027 37.7% -16.9% 0.6%
12 Crude Oil 1d 1.944 34.0% -15.9% 0.5%
13 Ais Micro Test Diversity Gap 1d 1.907 -15.0% -13.2% 0.6%
14 Turtle Trading 1d 1.902 -13.1% -22.9% 0.4%
15 Stable Mean Revert 1d 1.902 41.7% -6.0% 0.3%
16 Neural Networks Recurrent Neural 1d 1.878 75.7% -10.7% 0.4%
17 Macd 1d 1.745 17.1% -25.6% 0.4%
18 Bullish Engulfing 1d 1.671 7.7% -10.1% 0.3%
19 Decision Tree 1d 1.566 -18.4% -8.8% 0.3%
20 Decision Tree 3 1d 1.479 12.4% -9.5% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-06-11 00:00:00 SELL $368.82 24 $52,511.76 $8.85 21 $42,511.76 $-114,456.00
2021-06-25 00:00:00 SELL $431.28 3 $77,989.13 $1.29 1 $67,989.13 $-243,342.71
2021-10-14 00:00:00 BUY $234.47 2 $36,687.26 $0.47 14 $26,687.26 $-83,261.77
2021-11-21 00:00:00 SELL $388.80 85 $214,846.28 $33.05 418 $204,846.28 $-554,954.10
2022-02-03 00:00:00 SELL $291.15 3 $23,143.78 $0.87 2 $13,143.78 $-33,211.44
2022-02-17 00:00:00 SELL $174.40 70 $113,545.51 $12.21 33 $103,545.51 $-394,170.25
2022-03-19 00:00:00 SELL $142.00 36 $190,937.06 $5.11 49 $180,937.06 $-466,949.02
2022-03-23 00:00:00 BUY $496.18 15 $56,439.34 $7.44 15 $46,439.34 $-93,318.10
2022-04-27 00:00:00 SELL $400.06 4 $84,804.92 $1.60 1 $74,804.92 $-247,357.03
2022-06-24 00:00:00 SELL $333.23 4 $80,868.51 $1.33 7 $70,868.51 $-264,619.82
2022-06-28 00:00:00 BUY $73.98 372 $85,998.78 $27.52 405 $75,998.78 $-369,964.86
2022-09-09 00:00:00 SELL $336.59 2 $51,550.72 $0.67 0 $41,550.72 $0.00
2022-09-15 00:00:00 SELL $173.38 13 $39,053.64 $2.25 3 $29,053.64 $-61,339.19
2022-10-12 00:00:00 SELL $114.98 32 $77,799.16 $3.68 23 $67,799.16 $-245,112.58
2022-11-17 00:00:00 BUY $443.47 11 $18,260.78 $4.88 13 $8,260.78 $-28,028.68
2023-01-17 00:00:00 BUY $116.30 6 $35,294.01 $0.70 18 $25,294.01 $-63,976.18
2023-02-07 00:00:00 SELL $75.74 23 $47,880.37 $1.74 43 $37,880.37 $-131,885.86
2023-02-08 00:00:00 BUY $390.61 57 $59,087.68 $22.26 61 $49,087.68 $-243,125.21
2023-02-18 00:00:00 BUY $89.11 26 $9,769.36 $2.32 44 $-230.64 $-6,115.49
2023-03-25 00:00:00 SELL $445.24 4 $195,317.78 $1.78 1 $185,317.78 $-622,323.41
2023-05-10 00:00:00 SELL $279.89 1 $18,805.30 $0.28 0 $8,805.30 $0.00
2023-05-16 00:00:00 SELL $138.09 6 $13,706.98 $0.83 11 $3,706.98 $-26,532.11
2023-05-18 00:00:00 SELL $331.94 9 $80,783.64 $2.99 14 $70,783.64 $-243,109.91
2023-05-26 00:00:00 BUY $355.50 15 $12,879.29 $5.33 17 $2,879.29 $-16,675.10
2023-06-28 00:00:00 SELL $338.79 1 $45,439.22 $0.34 3 $35,439.22 $-69,982.43
2023-08-16 00:00:00 SELL $362.95 15 $16,767.03 $5.44 8 $6,767.03 $-19,051.44
2023-12-03 00:00:00 SELL $269.29 20 $20,365.34 $5.39 0 $10,365.34 $0.00
2023-12-17 00:00:00 SELL $68.80 17 $65,575.43 $1.17 3 $55,575.43 $-356,809.94
2023-12-20 00:00:00 BUY $136.64 19 $17,766.50 $2.60 19 $7,766.50 $-28,601.32
2024-01-11 00:00:00 BUY $241.23 15 $41,496.32 $3.62 210 $31,496.32 $-159,532.54
2024-01-23 00:00:00 SELL $390.42 29 $52,807.10 $11.32 181 $42,807.10 $-143,144.56
2024-01-29 00:00:00 SELL $435.28 18 $43,121.17 $7.83 0 $33,121.17 $0.00
2024-02-29 00:00:00 BUY $122.16 7 $27,715.27 $0.86 148 $17,715.27 $-81,825.57
2024-04-30 00:00:00 SELL $411.63 1 $10,332.48 $0.41 0 $332.48 $0.00
2024-05-30 00:00:00 BUY $381.76 2 $18,217.09 $0.76 2 $8,217.09 $-21,191.52
2024-08-27 00:00:00 BUY $270.73 109 $143,862.64 $29.51 138 $133,862.64 $-504,781.28
2024-09-04 00:00:00 SELL $119.01 9 $56,608.50 $1.07 3 $46,608.50 $-197,270.75
2024-09-10 00:00:00 SELL $441.89 1 $64,994.02 $0.44 0 $54,994.02 $0.00
2024-10-04 00:00:00 SELL $398.23 8 $21,443.42 $3.19 5 $11,443.42 $-36,680.76
2024-10-06 00:00:00 SELL $399.73 2 $193,538.61 $0.80 5 $183,538.61 $-620,770.00
2024-11-05 00:00:00 BUY $282.69 77 $133,496.78 $21.77 163 $123,496.78 $-474,296.28
2024-11-06 00:00:00 SELL $297.74 2 $57,694.94 $0.60 0 $47,694.94 $0.00
2024-11-12 00:00:00 BUY $466.32 13 $17,833.29 $6.06 35 $7,833.29 $-34,356.00
2024-12-05 00:00:00 BUY $350.85 12 $35,992.48 $4.21 12 $25,992.48 $-57,649.10
2025-02-01 00:00:00 SELL $396.81 6 $243,762.58 $2.38 5 $233,762.58 $-653,221.65
2025-02-24 00:00:00 BUY $107.33 22 $10,942.63 $2.36 23 $942.63 $-367.19
2025-02-24 00:00:00 SELL $134.21 49 $197,506.92 $6.58 0 $187,506.92 $0.00
2025-04-21 00:00:00 BUY $196.08 66 $46,140.19 $12.94 66 $36,140.19 $-109,259.76
2025-05-26 00:00:00 SELL $334.27 13 $63,155.31 $4.35 3 $53,155.31 $-99,758.01
2025-06-03 00:00:00 SELL $189.56 3 $16,656.90 $0.57 1 $6,656.90 $-5,007.44
SUMMARY (239 total orders) $16,656.90 $2120.75 - $10.91% -